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 10.72% 0.11 CHF 0.12 CHF 475'000 475'000 572'917 337'074 50'580 CHF 33'886 CHF 99.02% 99.02%
19.11.2024 10.87% 0.09 CHF 0.10 CHF 575'000 300'000 582'776 300'374 50'728 CHF 29'159 CHF 99.28% 99.28%
18.11.2024 10.34% 0.09 CHF 0.10 CHF 575'000 300'000 558'434 342'900 51'194 CHF 35'336 CHF 97.86% 97.86%
15.11.2024 12.05% 0.09 CHF 0.10 CHF 600'000 300'000 643'609 334'213 50'221 CHF 29'414 CHF 99.32% 99.32%
14.11.2024 14.17% 0.07 CHF 0.08 CHF 775'000 400'000 760'891 395'072 49'908 CHF 29'863 CHF 98.83% 98.83%
13.11.2024 13.91% 0.07 CHF 0.08 CHF 725'000 375'000 660'559 343'604 44'376 CHF 26'523 CHF 97.93% 97.93%
12.11.2024 15.01% 0.07 CHF 0.08 CHF 388'000 200'000 402'895 205'779 24'844 CHF 14'748 CHF 99.10% 99.10%
11.11.2024 17.52% 0.06 CHF 0.07 CHF 425'000 213'000 481'021 235'066 25'051 CHF 14'618 CHF 99.31% 99.31%
08.11.2024 16.20% 0.05 CHF 0.06 CHF 500'000 250'000 448'001 227'031 25'417 CHF 15'147 CHF 99.40% 99.40%
07.11.2024 14.45% 0.06 CHF 0.07 CHF 425'000 213'000 387'186 199'734 24'879 CHF 14'837 CHF 99.05% 99.05%

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