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 17.05% 0.05 CHF 0.06 CHF 1'000'000 500'000 938'929 470'508 50'413 CHF 30'038 CHF 99.80% 99.80%
19.11.2024 17.99% 0.06 CHF 0.07 CHF 925'000 475'000 977'597 474'196 49'523 CHF 28'863 CHF 99.71% 99.71%
18.11.2024 16.00% 0.06 CHF 0.07 CHF 850'000 425'000 885'838 448'893 50'962 CHF 30'302 CHF 99.70% 99.70%
15.11.2024 14.77% 0.06 CHF 0.07 CHF 925'000 475'000 807'366 413'605 50'616 CHF 30'075 CHF 99.81% 99.81%
14.11.2024 15.04% 0.07 CHF 0.08 CHF 775'000 400'000 824'712 417'250 50'707 CHF 29'839 CHF 99.80% 99.80%
13.11.2024 14.63% 0.06 CHF 0.07 CHF 925'000 475'000 801'641 411'548 50'742 CHF 30'174 CHF 99.79% 99.79%
12.11.2024 14.84% 0.06 CHF 0.07 CHF 850'000 425'000 800'762 409'071 49'955 CHF 29'625 CHF 99.49% 99.49%
11.11.2024 14.25% 0.07 CHF 0.08 CHF 775'000 400'000 774'025 398'494 50'472 CHF 29'974 CHF 99.72% 99.72%
08.11.2024 13.31% 0.07 CHF 0.08 CHF 725'000 375'000 719'023 371'926 50'434 CHF 29'808 CHF 99.80% 99.80%
07.11.2024 11.11% 0.08 CHF 0.09 CHF 600'000 300'000 596'967 300'322 50'771 CHF 28'547 CHF 95.68% 95.68%

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