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 8.79% 0.11 CHF 0.12 CHF 600'000 200'000 600'000 200'000 65'338 CHF 23'779 CHF 99.37% 99.37%
19.11.2024 10.83% 0.09 CHF 0.10 CHF 600'000 200'000 600'000 200'000 52'477 CHF 19'492 CHF 99.37% 99.37%
18.11.2024 9.92% 0.10 CHF 0.11 CHF 600'000 200'000 575'152 200'000 55'180 CHF 21'172 CHF 99.11% 99.23%
15.11.2024 10.39% 0.09 CHF 0.10 CHF 200'000 200'000 236'728 200'000 21'174 CHF 20'303 CHF 99.27% 99.37%
14.11.2024 9.05% 0.11 CHF 0.12 CHF 600'000 200'000 600'000 200'000 63'375 CHF 23'125 CHF 99.38% 99.38%
13.11.2024 8.53% 0.11 CHF 0.12 CHF 600'000 200'000 600'000 199'994 67'387 CHF 24'462 CHF 99.37% 99.37%
12.11.2024 7.30% 0.12 CHF 0.13 CHF 600'000 200'000 457'804 152'596 60'404 CHF 21'660 CHF 99.37% 99.37%
11.11.2024 6.12% 0.15 CHF 0.16 CHF 450'000 150'000 450'000 150'000 71'299 CHF 25'266 CHF 99.37% 99.37%
08.11.2024 5.72% 0.16 CHF 0.17 CHF 450'000 150'000 450'000 150'000 76'499 CHF 27'000 CHF 99.25% 99.25%
07.11.2024 5.48% 0.17 CHF 0.18 CHF 450'000 150'000 450'000 150'000 79'872 CHF 28'124 CHF 99.29% 99.29%

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