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 10.13% 0.10 CHF 0.11 CHF 500'000 75'000 499'557 74'961 48'654 CHF 8'078 CHF 100.00% 100.00%
19.11.2024 11.45% 0.09 CHF 0.10 CHF 500'000 75'000 500'000 75'000 42'226 CHF 7'101 CHF 97.59% 97.59%
18.11.2024 13.27% 0.08 CHF 0.09 CHF 500'000 75'000 496'510 63'966 42'607 CHF 6'105 CHF 99.94% 99.94%
15.11.2024 7.67% 0.11 CHF 0.12 CHF 460'000 50'000 351'257 50'000 50'819 CHF 7'972 CHF 78.43% 78.43%
14.11.2024 5.38% 0.21 CHF 0.22 CHF 240'000 50'000 244'367 50'000 50'267 CHF 10'863 CHF 99.44% 99.44%
13.11.2024 5.68% 0.21 CHF 0.22 CHF 240'000 50'000 261'583 49'818 50'652 CHF 10'228 CHF 98.88% 98.88%
12.11.2024 5.32% 0.22 CHF 0.23 CHF 230'000 50'000 237'180 50'000 50'417 CHF 11'234 CHF 87.66% 87.66%
11.11.2024 4.91% 0.20 CHF 0.21 CHF 250'000 50'000 244'630 50'000 50'374 CHF 10'825 CHF 98.45% 98.45%
08.11.2024 5.88% 0.19 CHF 0.21 CHF 270'000 50'000 269'625 50'000 50'749 CHF 9'999 CHF 100.00% 100.00%
07.11.2024 6.02% 0.19 CHF 0.20 CHF 270'000 75'000 276'964 72'384 50'761 CHF 14'199 CHF 98.36% 98.36%

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