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 16.30% 0.12 CHF 0.14 CHF 420'000 75'000 427'868 75'000 50'509 CHF 10'461 CHF 100.00% 100.00%
19.11.2024 9.80% 0.11 CHF 0.12 CHF 460'000 75'000 490'445 75'000 48'767 CHF 8'244 CHF 97.59% 97.59%
18.11.2024 11.12% 0.10 CHF 0.11 CHF 500'000 75'000 472'181 63'966 48'347 CHF 7'116 CHF 99.94% 99.94%
15.11.2024 4.85% 0.13 CHF 0.14 CHF 390'000 50'000 234'585 50'000 50'940 CHF 11'873 CHF 78.31% 78.31%
14.11.2024 2.78% 0.40 CHF 0.42 CHF 130'000 50'000 131'500 50'000 52'071 CHF 20'398 CHF 99.44% 99.44%
13.11.2024 2.97% 0.40 CHF 0.41 CHF 130'000 50'000 141'814 49'818 51'907 CHF 18'835 CHF 98.88% 98.88%
12.11.2024 2.58% 0.43 CHF 0.44 CHF 120'000 50'000 126'731 50'000 52'071 CHF 21'198 CHF 87.66% 87.66%
11.11.2024 2.79% 0.38 CHF 0.39 CHF 140'000 50'000 132'539 50'000 51'897 CHF 20'158 CHF 98.45% 98.45%
08.11.2024 3.31% 0.35 CHF 0.36 CHF 150'000 50'000 157'671 50'000 51'802 CHF 17'042 CHF 100.00% 100.00%
07.11.2024 3.62% 0.34 CHF 0.35 CHF 150'000 75'000 166'136 72'384 51'486 CHF 23'668 CHF 98.36% 98.36%

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