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 9.76% 0.09 CHF 0.10 CHF 500'000 500'000 500'000 500'000 48'807 CHF 53'807 CHF 99.58% 99.58%
19.11.2024 10.41% 0.10 CHF 0.11 CHF 500'000 500'000 500'000 500'000 45'582 CHF 50'582 CHF 99.49% 99.49%
18.11.2024 9.19% 0.11 CHF 0.12 CHF 450'000 450'000 450'000 450'000 46'838 CHF 51'338 CHF 99.58% 99.58%
15.11.2024 9.03% 0.11 CHF 0.12 CHF 500'000 500'000 500'000 500'000 52'999 CHF 57'999 CHF 98.96% 98.96%
14.11.2024 10.31% 0.10 CHF 0.11 CHF 500'000 500'000 500'000 500'000 46'103 CHF 51'103 CHF 99.48% 99.48%
13.11.2024 9.79% 0.09 CHF 0.10 CHF 500'000 500'000 500'000 500'000 48'670 CHF 53'670 CHF 99.52% 99.52%
12.11.2024 8.93% 0.09 CHF 0.10 CHF 400'000 400'000 400'000 400'000 42'878 CHF 46'878 CHF 99.55% 99.55%
11.11.2024 7.20% 0.13 CHF 0.14 CHF 450'000 450'000 450'000 450'000 60'342 CHF 64'842 CHF 99.59% 99.59%
08.11.2024 7.71% 0.12 CHF 0.13 CHF 300'000 300'000 300'000 300'000 37'520 CHF 40'520 CHF 99.17% 99.21%
07.11.2024 6.03% 0.17 CHF 0.18 CHF 350'000 350'000 350'000 350'000 56'458 CHF 59'958 CHF 99.54% 99.54%

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