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 13.31% 0.08 CHF 0.09 CHF 625'000 325'000 721'863 373'039 50'615 CHF 29'886 CHF 99.80% 99.80%
19.11.2024 12.65% 0.07 CHF 0.08 CHF 725'000 375'000 676'761 351'422 50'081 CHF 29'529 CHF 99.71% 99.71%
18.11.2024 15.11% 0.06 CHF 0.07 CHF 850'000 425'000 830'611 418'537 50'798 CHF 29'793 CHF 99.69% 99.69%
15.11.2024 16.24% 0.06 CHF 0.07 CHF 775'000 400'000 898'198 457'627 50'824 CHF 30'469 CHF 99.80% 99.80%
14.11.2024 14.78% 0.06 CHF 0.07 CHF 925'000 475'000 811'272 413'836 50'834 CHF 30'083 CHF 99.81% 99.81%
13.11.2024 14.54% 0.08 CHF 0.09 CHF 725'000 375'000 795'361 405'092 50'720 CHF 29'903 CHF 99.80% 99.80%
12.11.2024 13.54% 0.07 CHF 0.08 CHF 725'000 375'000 724'803 377'086 49'911 CHF 29'740 CHF 99.49% 99.49%
11.11.2024 14.99% 0.07 CHF 0.08 CHF 775'000 400'000 821'752 418'780 50'706 CHF 30'040 CHF 99.71% 99.71%
08.11.2024 15.93% 0.06 CHF 0.07 CHF 925'000 475'000 884'176 448'135 51'107 CHF 30'375 CHF 99.80% 99.80%
07.11.2024 17.78% 0.06 CHF 0.07 CHF 1'000'000 500'000 977'079 492'224 50'077 CHF 30'160 CHF 95.69% 95.69%

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