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 10.57% 0.09 CHF 0.10 CHF 575'000 300'000 575'333 299'786 51'572 CHF 29'873 CHF 99.38% 99.38%
19.11.2024 11.80% 0.08 CHF 0.09 CHF 625'000 325'000 627'837 326'009 50'055 CHF 29'251 CHF 99.31% 99.31%
18.11.2024 11.08% 0.08 CHF 0.09 CHF 600'000 300'000 597'560 303'781 50'947 CHF 28'944 CHF 99.30% 99.30%
15.11.2024 8.98% 0.09 CHF 0.10 CHF 575'000 300'000 486'299 463'791 51'745 CHF 54'331 CHF 99.39% 99.39%
14.11.2024 9.66% 0.10 CHF 0.11 CHF 500'000 500'000 509'609 469'701 50'218 CHF 51'195 CHF 99.35% 99.35%
13.11.2024 9.45% 0.10 CHF 0.11 CHF 500'000 500'000 496'834 496'834 50'138 CHF 55'106 CHF 99.39% 99.39%
12.11.2024 9.54% 0.10 CHF 0.11 CHF 500'000 500'000 497'944 492'148 49'707 CHF 54'074 CHF 99.09% 99.09%
11.11.2024 9.15% 0.11 CHF 0.12 CHF 475'000 475'000 492'855 448'734 51'406 CHF 51'786 CHF 99.30% 99.30%
08.11.2024 11.42% 0.09 CHF 0.10 CHF 500'000 500'000 605'489 338'726 49'987 CHF 31'646 CHF 99.38% 99.38%
07.11.2024 9.45% 0.09 CHF 0.10 CHF 575'000 300'000 511'865 427'624 51'589 CHF 48'219 CHF 99.28% 99.28%

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