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 17.78% 0.06 CHF 0.07 CHF 925'000 475'000 974'457 491'149 49'955 CHF 30'101 CHF 99.38% 99.38%
19.11.2024 15.70% 0.06 CHF 0.07 CHF 850'000 425'000 860'849 426'051 50'552 CHF 29'391 CHF 99.30% 99.30%
18.11.2024 20.18% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 257'859 44'618 CHF 14'098 CHF 99.30% 99.30%
15.11.2024 19.26% 0.05 CHF 0.06 CHF 1'000'000 250'000 985'957 324'331 46'404 CHF 18'825 CHF 99.38% 99.38%
14.11.2024 14.22% 0.07 CHF 0.08 CHF 775'000 400'000 771'237 396'906 50'395 CHF 29'912 CHF 99.34% 99.34%
13.11.2024 15.04% 0.07 CHF 0.08 CHF 675'000 350'000 822'208 420'311 50'510 CHF 30'036 CHF 99.37% 99.37%
12.11.2024 16.80% 0.07 CHF 0.08 CHF 850'000 425'000 922'840 469'828 50'368 CHF 30'341 CHF 99.09% 99.09%
11.11.2024 26.11% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 33'491 CHF 10'873 CHF 99.23% 99.23%
08.11.2024 21.22% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'628 250'000 42'048 CHF 13'084 CHF 99.39% 99.39%
07.11.2024 29.77% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'927 250'000 28'892 CHF 9'746 CHF 99.24% 99.24%

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