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 10.98% 0.09 CHF 0.10 CHF 600'000 300'000 591'277 302'444 50'942 CHF 29'085 CHF 99.37% 99.37%
19.11.2024 10.45% 0.09 CHF 0.10 CHF 575'000 300'000 567'303 323'196 51'419 CHF 32'760 CHF 99.26% 99.26%
18.11.2024 11.83% 0.08 CHF 0.09 CHF 675'000 350'000 630'335 327'668 50'122 CHF 29'332 CHF 99.25% 99.25%
15.11.2024 11.60% 0.08 CHF 0.09 CHF 625'000 325'000 615'070 319'094 49'975 CHF 29'112 CHF 99.38% 99.38%
14.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 474'669 474'669 52'214 CHF 56'960 CHF 99.35% 99.35%
13.11.2024 8.32% 0.11 CHF 0.12 CHF 425'000 425'000 446'705 446'706 51'451 CHF 55'918 CHF 99.38% 99.38%
12.11.2024 8.67% 0.12 CHF 0.13 CHF 475'000 475'000 471'925 471'924 52'061 CHF 56'781 CHF 99.10% 99.10%
11.11.2024 9.01% 0.11 CHF 0.12 CHF 475'000 475'000 482'356 482'356 51'166 CHF 55'990 CHF 91.12% 91.12%
08.11.2024 7.72% 0.13 CHF 0.14 CHF 400'000 400'000 413'157 413'157 51'451 CHF 55'582 CHF 99.38% 99.38%
07.11.2024 7.47% 0.12 CHF 0.13 CHF 400'000 400'000 402'365 402'365 51'845 CHF 55'869 CHF 99.27% 99.27%

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