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 16.50% 0.06 CHF 0.07 CHF 850'000 425'000 904'307 461'540 50'317 CHF 30'289 CHF 99.39% 99.39%
19.11.2024 16.02% 0.06 CHF 0.07 CHF 850'000 425'000 869'604 443'473 49'982 CHF 29'910 CHF 99.26% 99.26%
18.11.2024 16.08% 0.06 CHF 0.07 CHF 925'000 475'000 879'626 448'069 50'343 CHF 30'132 CHF 99.24% 99.24%
15.11.2024 12.46% 0.07 CHF 0.08 CHF 725'000 375'000 665'383 343'742 50'069 CHF 29'302 CHF 99.38% 99.38%
14.11.2024 16.50% 0.05 CHF 0.06 CHF 925'000 475'000 908'184 465'464 50'517 CHF 30'539 CHF 99.36% 99.36%
13.11.2024 14.76% 0.06 CHF 0.07 CHF 925'000 475'000 802'344 412'225 50'339 CHF 29'999 CHF 99.36% 99.36%
12.11.2024 12.75% 0.06 CHF 0.07 CHF 775'000 400'000 679'263 355'578 49'834 CHF 29'681 CHF 99.04% 99.04%
11.11.2024 8.76% 0.10 CHF 0.11 CHF 500'000 500'000 473'416 473'416 51'699 CHF 56'433 CHF 99.28% 99.28%
08.11.2024 8.84% 0.10 CHF 0.11 CHF 500'000 500'000 479'223 479'223 51'850 CHF 56'642 CHF 99.37% 99.37%
07.11.2024 11.19% 0.10 CHF 0.11 CHF 500'000 500'000 598'753 365'857 50'523 CHF 35'381 CHF 99.24% 99.24%

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