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 5.95% 0.15 CHF 0.16 CHF 325'000 325'000 316'552 316'541 51'594 CHF 54'757 CHF 99.41% 99.41%
19.11.2024 4.75% 0.21 CHF 0.22 CHF 250'000 250'000 251'539 251'539 51'766 CHF 54'281 CHF 97.44% 97.44%
18.11.2024 5.60% 0.22 CHF 0.23 CHF 250'000 250'000 300'598 300'598 52'296 CHF 55'302 CHF 97.79% 97.79%
15.11.2024 9.40% 0.15 CHF 0.16 CHF 400'000 400'000 507'459 421'627 51'568 CHF 47'934 CHF 98.33% 98.33%
14.11.2024 14.32% 0.07 CHF 0.08 CHF 675'000 350'000 776'691 397'862 50'310 CHF 29'778 CHF 97.87% 97.87%
13.11.2024 14.32% 0.06 CHF 0.07 CHF 850'000 425'000 698'978 358'692 45'274 CHF 26'826 CHF 99.34% 99.34%
12.11.2024 15.04% 0.07 CHF 0.08 CHF 388'000 200'000 407'002 207'995 25'032 CHF 14'875 CHF 98.91% 98.91%
11.11.2024 15.77% 0.06 CHF 0.07 CHF 425'000 213'000 425'899 217'865 24'894 CHF 14'908 CHF 99.32% 99.32%
08.11.2024 12.93% 0.06 CHF 0.07 CHF 425'000 213'000 347'281 179'793 25'114 CHF 14'806 CHF 98.89% 98.89%
07.11.2024 9.76% 0.09 CHF 0.10 CHF 288'000 150'000 258'541 218'914 25'210 CHF 23'822 CHF 98.88% 98.88%

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