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 17.60% 0.12 CHF 0.14 CHF 420'000 50'000 355'689 30'432 50'817 CHF 5'094 CHF 99.67% 99.67%
19.11.2024 18.54% 0.13 CHF 0.15 CHF 390'000 50'000 372'591 30'432 50'567 CHF 4'937 CHF 99.68% 99.68%
18.11.2024 21.41% 0.16 CHF 0.18 CHF 320'000 50'000 430'497 30'443 50'525 CHF 4'637 CHF 99.48% 99.48%
15.11.2024 19.84% 0.11 CHF 0.13 CHF 460'000 50'000 403'673 30'432 50'617 CHF 4'581 CHF 99.67% 99.67%
14.11.2024 14.43% 0.16 CHF 0.18 CHF 320'000 50'000 285'062 30'426 50'738 CHF 6'186 CHF 99.64% 99.64%
13.11.2024 11.90% 0.20 CHF 0.22 CHF 250'000 50'000 226'644 30'383 50'167 CHF 7'519 CHF 97.61% 97.61%
12.11.2024 9.49% 0.25 CHF 0.27 CHF 200'000 50'000 184'034 30'453 51'267 CHF 9'272 CHF 99.29% 99.29%
11.11.2024 8.65% 0.31 CHF 0.33 CHF 170'000 50'000 168'733 30'432 51'729 CHF 10'110 CHF 99.67% 99.67%
08.11.2024 7.42% 0.35 CHF 0.37 CHF 150'000 50'000 142'992 30'427 51'590 CHF 11'799 CHF 99.65% 99.65%
07.11.2024 8.66% 0.34 CHF 0.36 CHF 150'000 50'000 166'883 30'432 51'596 CHF 10'423 CHF 99.67% 99.67%

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