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 8.20% 0.11 CHF 0.12 CHF 900'000 300'000 826'870 275'623 96'636 CHF 34'968 CHF 99.67% 99.67%
19.11.2024 7.56% 0.11 CHF 0.12 CHF 900'000 300'000 780'473 260'158 99'368 CHF 35'724 CHF 99.24% 99.24%
18.11.2024 7.39% 0.13 CHF 0.14 CHF 750'000 250'000 750'501 250'167 97'960 CHF 35'155 CHF 99.55% 99.55%
15.11.2024 8.56% 0.12 CHF 0.13 CHF 750'000 250'000 885'566 295'189 99'000 CHF 35'952 CHF 99.38% 99.38%
14.11.2024 7.91% 0.11 CHF 0.12 CHF 900'000 300'000 774'074 258'025 94'165 CHF 33'968 CHF 97.97% 97.97%
13.11.2024 8.10% 0.12 CHF 0.13 CHF 900'000 300'000 813'510 271'170 96'302 CHF 34'812 CHF 99.35% 99.35%
12.11.2024 6.69% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 108'898 CHF 38'799 CHF 93.13% 93.13%
11.11.2024 6.40% 0.15 CHF 0.16 CHF 750'000 250'000 740'315 246'772 112'029 CHF 39'811 CHF 98.27% 98.27%
08.11.2024 5.79% 0.16 CHF 0.17 CHF 750'000 250'000 717'427 239'142 120'375 CHF 42'516 CHF 93.13% 93.13%
07.11.2024 5.16% 0.17 CHF 0.18 CHF 600'000 200'000 600'000 200'000 113'614 CHF 39'871 CHF 98.60% 98.60%

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