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 5.52% 0.21 CHF 0.22 CHF 200'000 200'000 87'632 87'632 15'802 CHF 16'682 CHF 99.42% 99.42%
19.11.2024 5.15% 0.16 CHF 0.17 CHF 180'000 180'000 83'259 83'259 15'538 CHF 16'374 CHF 99.35% 99.35%
18.11.2024 3.82% 0.23 CHF 0.24 CHF 170'000 170'000 76'740 76'740 20'196 CHF 20'966 CHF 97.95% 97.95%
15.11.2024 7.90% 0.23 CHF 0.24 CHF 260'000 260'000 86'797 86'797 15'381 CHF 16'254 CHF 97.59% 97.59%
14.11.2024 15.00% 0.17 CHF 0.18 CHF 270'000 270'000 107'326 107'326 17'428 CHF 18'764 CHF 59.02% 88.38%
13.11.2024 12.59% 0.07 CHF 0.08 CHF 300'000 300'000 134'857 134'857 10'154 CHF 11'508 CHF 99.78% 99.78%
12.11.2024 14.16% 0.07 CHF 0.08 CHF 300'000 300'000 134'203 134'203 9'069 CHF 10'417 CHF 100.00% 100.00%
11.11.2024 17.39% 0.06 CHF 0.07 CHF 300'000 300'000 134'908 134'908 7'668 CHF 9'023 CHF 99.90% 99.90%
08.11.2024 18.69% 0.05 CHF 0.06 CHF 300'000 300'000 135'894 135'894 6'609 CHF 7'973 CHF 100.00% 100.00%
07.11.2024 16.68% 0.06 CHF 0.07 CHF 300'000 300'000 135'036 135'036 7'639 CHF 8'995 CHF 99.85% 99.85%

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