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 10.69% 0.10 CHF 0.11 CHF 500'000 20'000 498'428 7'476 44'424 CHF 784 CHF 99.64% 99.64%
19.11.2024 12.38% 0.08 CHF 0.09 CHF 500'000 20'000 499'998 7'476 38'218 CHF 663 CHF 99.66% 99.66%
18.11.2024 16.87% 0.06 CHF 0.07 CHF 500'000 20'000 500'000 7'516 27'344 CHF 478 CHF 98.54% 98.54%
15.11.2024 18.13% 0.05 CHF 0.06 CHF 500'000 20'000 500'000 7'476 25'215 CHF 441 CHF 99.66% 99.66%
14.11.2024 26.74% 0.06 CHF 0.07 CHF 500'000 20'000 500'000 7'476 20'741 CHF 445 CHF 99.66% 99.66%
13.11.2024 14.30% 0.05 CHF 0.06 CHF 500'000 20'000 496'075 7'784 33'609 CHF 570 CHF 90.88% 90.88%
12.11.2024 15.31% 0.07 CHF 0.08 CHF 500'000 20'000 499'999 7'480 30'574 CHF 551 CHF 99.54% 99.54%
11.11.2024 7.61% 0.09 CHF 0.10 CHF 500'000 20'000 394'008 7'519 50'058 CHF 934 CHF 98.44% 98.44%
08.11.2024 5.92% 0.16 CHF 0.17 CHF 320'000 20'000 311'520 7'477 51'044 CHF 1'312 CHF 99.64% 99.64%
07.11.2024 5.53% 0.18 CHF 0.19 CHF 280'000 20'000 288'092 20'000 50'644 CHF 3'719 CHF 0.09% 0.09%

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