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 7.32% 0.14 CHF 0.15 CHF 900'000 900'000 900'000 900'000 118'576 CHF 127'576 CHF 99.49% 99.49%
19.11.2024 6.82% 0.14 CHF 0.15 CHF 900'000 900'000 900'000 900'000 127'543 CHF 136'543 CHF 99.56% 99.56%
18.11.2024 6.60% 0.14 CHF 0.15 CHF 900'000 900'000 900'000 900'000 131'936 CHF 140'936 CHF 99.55% 99.55%
15.11.2024 6.68% 0.15 CHF 0.16 CHF 900'000 900'000 900'000 900'000 130'391 CHF 139'391 CHF 98.81% 98.86%
14.11.2024 6.89% 0.14 CHF 0.15 CHF 900'000 900'000 900'000 900'000 126'169 CHF 135'169 CHF 99.56% 99.56%
13.11.2024 6.68% 0.14 CHF 0.15 CHF 900'000 900'000 900'000 900'000 130'441 CHF 139'441 CHF 99.47% 99.47%
12.11.2024 6.98% 0.14 CHF 0.15 CHF 1'000'000 1'000'000 1'000'000 1'000'000 138'321 CHF 148'321 CHF 99.59% 99.59%
11.11.2024 7.36% 0.14 CHF 0.15 CHF 1'000'000 1'000'000 1'000'000 1'000'000 130'881 CHF 140'881 CHF 99.52% 99.52%
08.11.2024 6.99% 0.14 CHF 0.15 CHF 900'000 900'000 900'000 900'000 124'393 CHF 133'393 CHF 99.51% 99.51%
07.11.2024 6.56% 0.14 CHF 0.15 CHF 800'000 800'000 800'000 800'000 118'068 CHF 126'068 CHF 99.56% 99.56%

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