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 15.50% 0.06 CHF 0.07 CHF 925'000 475'000 847'917 432'870 50'431 CHF 30'081 CHF 99.38% 99.38%
19.11.2024 13.45% 0.07 CHF 0.08 CHF 725'000 375'000 726'405 376'197 50'391 CHF 29'861 CHF 99.28% 99.28%
18.11.2024 11.55% 0.08 CHF 0.09 CHF 675'000 350'000 622'630 324'423 50'815 CHF 29'804 CHF 99.28% 99.28%
15.11.2024 11.92% 0.10 CHF 0.11 CHF 500'000 500'000 638'119 365'440 50'307 CHF 33'193 CHF 99.38% 99.38%
14.11.2024 12.18% 0.08 CHF 0.09 CHF 625'000 325'000 651'080 338'680 50'221 CHF 29'511 CHF 99.36% 99.36%
13.11.2024 11.29% 0.08 CHF 0.09 CHF 675'000 350'000 607'387 326'633 50'788 CHF 30'764 CHF 99.36% 99.36%
12.11.2024 9.71% 0.09 CHF 0.10 CHF 575'000 300'000 510'012 460'205 49'949 CHF 50'014 CHF 99.06% 99.06%
11.11.2024 8.97% 0.11 CHF 0.12 CHF 500'000 500'000 479'977 479'977 51'182 CHF 55'981 CHF 99.27% 99.27%
08.11.2024 7.71% 0.12 CHF 0.13 CHF 425'000 425'000 412'015 412'015 51'394 CHF 55'514 CHF 99.38% 99.38%
07.11.2024 7.15% 0.12 CHF 0.13 CHF 400'000 400'000 386'175 386'175 52'132 CHF 55'994 CHF 99.27% 99.27%

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