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 5.33% 0.21 CHF 0.22 CHF 600'000 200'000 715'621 238'540 130'521 CHF 45'892 CHF 99.38% 99.38%
19.11.2024 5.88% 0.18 CHF 0.19 CHF 750'000 250'000 750'000 250'000 124'253 CHF 43'918 CHF 99.32% 99.32%
18.11.2024 8.02% 0.13 CHF 0.14 CHF 750'000 250'000 870'829 290'276 104'292 CHF 37'667 CHF 99.38% 99.38%
15.11.2024 8.25% 0.11 CHF 0.12 CHF 900'000 300'000 900'000 300'000 104'828 CHF 37'943 CHF 99.43% 99.43%
14.11.2024 10.01% 0.12 CHF 0.13 CHF 900'000 300'000 976'494 376'494 94'038 CHF 39'669 CHF 98.60% 98.60%
13.11.2024 6.72% 0.12 CHF 0.13 CHF 900'000 300'000 784'587 261'529 112'853 CHF 40'233 CHF 99.38% 99.38%
12.11.2024 6.79% 0.15 CHF 0.16 CHF 750'000 250'000 826'444 275'481 117'461 CHF 41'909 CHF 97.28% 97.28%
11.11.2024 4.15% 0.18 CHF 0.19 CHF 750'000 250'000 650'255 216'752 154'410 CHF 53'638 CHF 99.37% 99.37%
08.11.2024 3.47% 0.29 CHF 0.30 CHF 600'000 200'000 600'000 200'000 170'257 CHF 58'752 CHF 98.96% 98.96%
07.11.2024 3.23% 0.31 CHF 0.32 CHF 600'000 200'000 600'000 200'000 183'878 CHF 63'293 CHF 98.61% 98.61%

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