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 10.11% 0.08 CHF 0.09 CHF 900'000 300'000 891'000 298'134 84'042 CHF 31'086 CHF 88.19% 88.19%
19.11.2024 12.00% 0.08 CHF 0.09 CHF 1'000'000 400'000 978'991 378'991 77'064 CHF 33'496 CHF 88.32% 88.32%
18.11.2024 11.14% 0.09 CHF 0.10 CHF 900'000 300'000 906'525 306'525 77'193 CHF 29'134 CHF 89.46% 89.46%
15.11.2024 8.16% 0.10 CHF 0.11 CHF 900'000 300'000 756'788 252'263 89'137 CHF 32'235 CHF 93.27% 93.27%
14.11.2024 7.76% 0.13 CHF 0.14 CHF 750'000 250'000 756'877 252'292 94'040 CHF 33'870 CHF 90.30% 90.30%
13.11.2024 7.64% 0.12 CHF 0.13 CHF 750'000 250'000 767'728 255'909 96'919 CHF 34'866 CHF 96.34% 96.34%
12.11.2024 6.68% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 108'779 CHF 38'760 CHF 94.50% 94.50%
11.11.2024 4.82% 0.20 CHF 0.21 CHF 600'000 200'000 606'870 202'290 123'365 CHF 43'145 CHF 92.98% 92.98%
08.11.2024 6.21% 0.14 CHF 0.15 CHF 750'000 250'000 749'020 249'673 117'336 CHF 41'609 CHF 95.76% 95.76%
07.11.2024 5.63% 0.19 CHF 0.20 CHF 600'000 200'000 687'973 229'324 119'672 CHF 42'184 CHF 95.15% 95.15%

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