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 11.21% 0.09 CHF 0.10 CHF 575'000 300'000 599'395 310'870 50'453 CHF 29'314 CHF 98.78% 98.78%
19.11.2024 12.97% 0.07 CHF 0.08 CHF 675'000 350'000 700'526 363'247 50'507 CHF 29'824 CHF 98.53% 98.53%
18.11.2024 11.20% 0.07 CHF 0.08 CHF 625'000 325'000 595'125 311'477 50'268 CHF 29'424 CHF 99.34% 99.34%
15.11.2024 7.50% 0.10 CHF 0.11 CHF 425'000 425'000 399'610 399'604 51'418 CHF 55'413 CHF 99.27% 99.27%
14.11.2024 5.14% 0.17 CHF 0.18 CHF 325'000 325'000 266'977 266'970 50'571 CHF 53'239 CHF 97.49% 97.49%
13.11.2024 4.42% 0.23 CHF 0.24 CHF 225'000 225'000 216'764 216'764 48'054 CHF 50'222 CHF 97.42% 97.42%
12.11.2024 4.14% 0.21 CHF 0.22 CHF 125'000 125'000 109'133 109'133 25'763 CHF 26'854 CHF 99.13% 99.13%
11.11.2024 3.96% 0.28 CHF 0.29 CHF 100'000 100'000 106'646 106'662 26'390 CHF 27'461 CHF 99.07% 99.07%
08.11.2024 5.71% 0.23 CHF 0.24 CHF 125'000 125'000 153'956 153'956 26'195 CHF 27'735 CHF 99.23% 99.23%
07.11.2024 7.41% 0.14 CHF 0.15 CHF 200'000 200'000 199'378 199'377 25'913 CHF 27'906 CHF 99.22% 99.22%

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