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 15.73% 0.06 CHF 0.07 CHF 925'000 475'000 864'080 436'356 50'617 CHF 29'915 CHF 99.39% 99.39%
19.11.2024 15.07% 0.06 CHF 0.07 CHF 775'000 400'000 825'265 416'867 50'663 CHF 29'769 CHF 99.24% 99.24%
18.11.2024 14.69% 0.06 CHF 0.07 CHF 850'000 425'000 803'483 409'661 50'668 CHF 29'944 CHF 99.30% 99.30%
15.11.2024 16.67% 0.05 CHF 0.06 CHF 1'000'000 500'000 914'986 465'506 50'311 CHF 30'250 CHF 99.38% 99.38%
14.11.2024 12.58% 0.07 CHF 0.08 CHF 725'000 375'000 674'210 350'315 50'199 CHF 29'592 CHF 99.39% 99.39%
13.11.2024 12.65% 0.08 CHF 0.09 CHF 625'000 325'000 680'819 352'482 50'359 CHF 29'618 CHF 99.35% 99.35%
12.11.2024 15.72% 0.06 CHF 0.07 CHF 850'000 425'000 856'743 432'930 50'269 CHF 29'720 CHF 99.09% 99.09%
11.11.2024 15.73% 0.06 CHF 0.07 CHF 850'000 425'000 870'507 438'671 50'972 CHF 30'061 CHF 99.23% 99.23%
08.11.2024 15.50% 0.06 CHF 0.07 CHF 850'000 425'000 854'070 429'871 50'848 CHF 29'889 CHF 99.38% 99.38%
07.11.2024 17.15% 0.06 CHF 0.07 CHF 925'000 475'000 948'804 482'935 50'610 CHF 30'602 CHF 99.24% 99.24%

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