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
22.11.2024 17.98% 0.06 CHF 0.07 CHF 850'000 425'000 953'586 393'529 48'486 CHF 24'415 CHF 99.39% 99.39%
20.11.2024 10.45% 0.09 CHF 0.10 CHF 600'000 300'000 567'032 335'998 51'426 CHF 34'154 CHF 99.37% 99.37%
19.11.2024 10.23% 0.09 CHF 0.10 CHF 600'000 300'000 548'978 387'928 50'897 CHF 40'578 CHF 99.27% 99.27%
18.11.2024 8.93% 0.11 CHF 0.12 CHF 475'000 475'000 482'645 481'274 51'659 CHF 56'335 CHF 99.28% 99.28%
15.11.2024 9.29% 0.10 CHF 0.11 CHF 500'000 500'000 494'793 492'032 50'847 CHF 55'479 CHF 99.38% 99.38%
14.11.2024 9.29% 0.10 CHF 0.11 CHF 500'000 500'000 494'682 492'090 50'859 CHF 55'497 CHF 99.35% 99.35%
13.11.2024 9.60% 0.10 CHF 0.11 CHF 500'000 500'000 507'576 481'211 50'348 CHF 52'751 CHF 99.36% 99.36%
12.11.2024 9.43% 0.09 CHF 0.10 CHF 575'000 300'000 503'812 467'521 50'927 CHF 52'174 CHF 99.08% 99.08%
11.11.2024 8.21% 0.12 CHF 0.13 CHF 425'000 425'000 440'240 438'650 51'447 CHF 55'628 CHF 99.21% 99.21%
08.11.2024 10.50% 0.09 CHF 0.10 CHF 500'000 500'000 564'000 346'759 50'861 CHF 35'152 CHF 99.39% 99.39%

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