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 57.03% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 10'211 CHF 5'904 CHF 99.38% 99.38%
19.11.2024 58.27% 0.01 CHF 0.02 CHF 750'000 250'000 740'202 246'734 9'853 CHF 5'752 CHF 99.36% 99.36%
18.11.2024 21.70% 0.04 CHF 0.05 CHF 600'000 200'000 586'380 195'460 24'103 CHF 9'989 CHF 99.36% 99.36%
15.11.2024 16.34% 0.05 CHF 0.06 CHF 450'000 150'000 467'377 155'792 26'448 CHF 10'374 CHF 99.34% 99.34%
14.11.2024 9.94% 0.08 CHF 0.09 CHF 450'000 150'000 435'404 145'135 41'703 CHF 15'352 CHF 99.38% 99.38%
13.11.2024 7.33% 0.11 CHF 0.12 CHF 300'000 100'000 300'000 100'000 39'946 CHF 14'315 CHF 99.03% 99.03%
12.11.2024 4.97% 0.16 CHF 0.17 CHF 300'000 100'000 124'813 80'535 23'420 CHF 16'586 CHF 99.14% 99.14%
11.11.2024 5.21% 0.23 CHF 0.24 CHF 75'000 75'000 159'777 84'420 27'770 CHF 16'805 CHF 99.13% 99.13%
08.11.2024 7.50% 0.15 CHF 0.16 CHF 300'000 100'000 315'192 108'292 40'887 CHF 15'004 CHF 99.37% 99.37%
07.11.2024 10.88% 0.10 CHF 0.11 CHF 150'000 150'000 149'917 150'000 13'071 CHF 14'579 CHF 98.56% 98.56%

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