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 12.02% 0.08 CHF 0.09 CHF 675'000 350'000 640'761 332'750 50'104 CHF 29'348 CHF 99.80% 99.80%
19.11.2024 12.57% 0.08 CHF 0.09 CHF 625'000 325'000 673'981 350'481 50'247 CHF 29'636 CHF 99.71% 99.71%
18.11.2024 11.53% 0.08 CHF 0.09 CHF 600'000 300'000 615'338 315'339 50'323 CHF 28'931 CHF 99.70% 99.70%
15.11.2024 10.80% 0.09 CHF 0.10 CHF 625'000 325'000 586'310 303'076 51'356 CHF 29'585 CHF 99.81% 99.81%
14.11.2024 11.07% 0.09 CHF 0.10 CHF 575'000 300'000 597'320 303'289 50'999 CHF 28'933 CHF 99.80% 99.80%
13.11.2024 10.81% 0.08 CHF 0.09 CHF 625'000 325'000 587'353 304'146 51'415 CHF 29'671 CHF 99.80% 99.80%
12.11.2024 10.89% 0.09 CHF 0.10 CHF 600'000 300'000 583'920 299'295 50'730 CHF 29'009 CHF 99.49% 99.49%
11.11.2024 10.76% 0.09 CHF 0.10 CHF 600'000 300'000 585'684 300'000 51'494 CHF 29'388 CHF 99.72% 99.72%
08.11.2024 10.32% 0.09 CHF 0.10 CHF 575'000 300'000 559'579 340'497 51'378 CHF 35'059 CHF 99.80% 99.80%
07.11.2024 8.71% 0.10 CHF 0.11 CHF 475'000 475'000 474'155 474'155 52'087 CHF 56'829 CHF 95.66% 95.66%

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