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 13.33% 0.07 CHF 0.08 CHF 725'000 375'000 721'016 374'000 50'479 CHF 29'923 CHF 99.38% 99.38%
19.11.2024 13.71% 0.07 CHF 0.08 CHF 775'000 400'000 743'745 383'897 50'534 CHF 29'934 CHF 99.30% 99.30%
18.11.2024 17.24% 0.06 CHF 0.07 CHF 925'000 475'000 952'991 477'261 50'572 CHF 30'158 CHF 99.30% 99.30%
15.11.2024 15.51% 0.06 CHF 0.07 CHF 925'000 475'000 847'622 432'085 50'382 CHF 30'000 CHF 99.38% 99.38%
14.11.2024 10.75% 0.08 CHF 0.09 CHF 600'000 300'000 580'655 301'768 51'133 CHF 29'615 CHF 99.34% 99.34%
13.11.2024 11.47% 0.09 CHF 0.10 CHF 575'000 300'000 613'509 317'592 50'465 CHF 29'290 CHF 99.36% 99.36%
12.11.2024 12.27% 0.09 CHF 0.10 CHF 600'000 300'000 659'980 341'652 50'482 CHF 29'538 CHF 99.08% 99.08%
11.11.2024 14.09% 0.07 CHF 0.08 CHF 775'000 400'000 767'730 394'399 50'653 CHF 29'979 CHF 99.29% 99.29%
08.11.2024 12.71% 0.07 CHF 0.08 CHF 725'000 375'000 690'872 357'720 50'891 CHF 29'929 CHF 99.39% 99.39%
07.11.2024 17.67% 0.05 CHF 0.06 CHF 1'000'000 500'000 948'668 417'733 49'108 CHF 26'174 CHF 99.28% 99.28%

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