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 14.92% 0.06 CHF 0.07 CHF 125'000 125'000 125'000 125'000 7'756 CHF 9'006 CHF 99.57% 99.57%
19.11.2024 14.41% 0.07 CHF 0.08 CHF 100'000 100'000 100'000 100'000 6'455 CHF 7'455 CHF 99.57% 99.57%
18.11.2024 12.09% 0.08 CHF 0.09 CHF 100'000 100'000 100'000 100'000 7'772 CHF 8'772 CHF 99.49% 99.49%
15.11.2024 12.06% 0.08 CHF 0.09 CHF 100'000 100'000 100'000 100'000 7'797 CHF 8'797 CHF 99.52% 99.52%
14.11.2024 11.98% 0.08 CHF 0.09 CHF 100'000 100'000 100'000 100'000 7'855 CHF 8'855 CHF 99.57% 99.57%
13.11.2024 11.66% 0.07 CHF 0.08 CHF 100'000 100'000 100'000 100'000 8'097 CHF 9'097 CHF 99.54% 99.54%
12.11.2024 10.14% 0.09 CHF 0.10 CHF 90'000 90'000 90'000 90'000 8'453 CHF 9'353 CHF 99.55% 99.55%
11.11.2024 9.71% 0.09 CHF 0.10 CHF 100'000 100'000 100'000 100'000 9'817 CHF 10'817 CHF 99.55% 99.55%
08.11.2024 9.68% 0.09 CHF 0.10 CHF 90'000 90'000 90'000 90'000 8'864 CHF 9'764 CHF 99.58% 99.58%
07.11.2024 9.09% 0.10 CHF 0.11 CHF 90'000 90'000 90'000 90'000 9'477 CHF 10'377 CHF 99.57% 99.57%

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