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
22.11.2024 7.61% 0.18 CHF 0.19 CHF 450'000 150'000 575'870 191'957 73'114 CHF 26'291 CHF 99.48% 99.48%
20.11.2024 11.34% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 62'688 CHF 23'396 CHF 98.95% 98.95%
19.11.2024 11.75% 0.08 CHF 0.09 CHF 750'000 250'000 750'000 250'000 60'165 CHF 22'555 CHF 98.92% 98.92%
18.11.2024 13.30% 0.07 CHF 0.08 CHF 750'000 250'000 750'274 250'091 52'696 CHF 20'066 CHF 99.37% 99.37%
15.11.2024 18.81% 0.07 CHF 0.08 CHF 750'000 250'000 936'641 346'443 45'722 CHF 20'210 CHF 99.40% 99.40%
14.11.2024 19.96% 0.05 CHF 0.06 CHF 900'000 300'000 957'077 357'077 43'466 CHF 19'667 CHF 97.49% 97.49%
13.11.2024 22.20% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'000 40'063 CHF 20'025 CHF 99.00% 99.00%
12.11.2024 21.94% 0.04 CHF 0.05 CHF 1'000'000 400'000 999'502 399'502 40'680 CHF 20'252 CHF 92.63% 92.63%
11.11.2024 18.01% 0.05 CHF 0.06 CHF 900'000 300'000 902'884 302'884 45'702 CHF 18'359 CHF 98.54% 98.54%
08.11.2024 30.73% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 480'564 28'732 CHF 18'451 CHF 93.12% 93.12%

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