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 11.64% 0.07 CHF 0.08 CHF 600'000 200'000 504'444 168'148 40'730 CHF 15'258 CHF 99.38% 99.38%
19.11.2024 13.28% 0.07 CHF 0.08 CHF 600'000 200'000 594'795 198'265 42'029 CHF 15'992 CHF 99.37% 99.37%
18.11.2024 11.60% 0.08 CHF 0.09 CHF 450'000 150'000 532'878 177'626 43'195 CHF 16'175 CHF 99.38% 99.38%
15.11.2024 10.22% 0.09 CHF 0.10 CHF 450'000 150'000 451'489 150'496 42'099 CHF 15'538 CHF 99.36% 99.36%
14.11.2024 9.46% 0.09 CHF 0.10 CHF 450'000 150'000 450'000 150'000 45'445 CHF 16'648 CHF 99.37% 99.37%
13.11.2024 9.94% 0.09 CHF 0.10 CHF 450'000 150'000 450'065 150'022 43'267 CHF 15'922 CHF 99.37% 99.37%
12.11.2024 8.19% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 52'788 CHF 19'096 CHF 99.15% 99.15%
11.11.2024 7.11% 0.14 CHF 0.15 CHF 450'000 150'000 450'000 150'000 61'150 CHF 21'883 CHF 99.37% 99.37%
08.11.2024 8.86% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 48'580 CHF 17'693 CHF 99.38% 99.38%
07.11.2024 8.58% 0.11 CHF 0.12 CHF 450'000 150'000 450'000 150'000 50'283 CHF 18'261 CHF 98.58% 98.58%

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