Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20.11.2024 15.46% 0.06 CHF 0.07 CHF 850'000 425'000 858'280 435'098 51'259 CHF 30'337 CHF 99.38% 99.38%
19.11.2024 17.52% 0.06 CHF 0.07 CHF 925'000 475'000 958'467 485'487 49'902 CHF 30'149 CHF 99.29% 99.29%
18.11.2024 14.59% 0.07 CHF 0.08 CHF 775'000 400'000 795'064 404'756 50'510 CHF 29'782 CHF 99.29% 99.29%
15.11.2024 13.12% 0.07 CHF 0.08 CHF 725'000 375'000 713'255 368'746 50'816 CHF 29'961 CHF 99.38% 99.38%
14.11.2024 15.43% 0.07 CHF 0.08 CHF 850'000 425'000 850'274 429'538 50'881 CHF 30'001 CHF 99.36% 99.36%
13.11.2024 12.04% 0.08 CHF 0.09 CHF 725'000 375'000 653'577 337'165 51'004 CHF 29'673 CHF 99.39% 99.39%
12.11.2024 12.53% 0.08 CHF 0.09 CHF 675'000 350'000 666'543 346'494 49'914 CHF 29'416 CHF 99.05% 99.05%
11.11.2024 11.38% 0.09 CHF 0.10 CHF 600'000 300'000 597'208 320'443 49'625 CHF 30'002 CHF 99.28% 99.28%

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