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 10.23% 0.09 CHF 0.10 CHF 900'000 300'000 878'168 292'723 81'500 CHF 30'094 CHF 99.36% 99.36%
19.11.2024 10.44% 0.08 CHF 0.09 CHF 900'000 300'000 884'785 298'698 80'734 CHF 30'200 CHF 96.68% 96.68%
18.11.2024 6.66% 0.08 CHF 0.09 CHF 900'000 300'000 665'153 221'744 99'989 CHF 35'549 CHF 97.60% 97.60%
15.11.2024 5.70% 0.21 CHF 0.22 CHF 600'000 200'000 605'313 201'771 104'213 CHF 36'755 CHF 96.52% 96.52%
14.11.2024 6.24% 0.19 CHF 0.20 CHF 600'000 200'000 602'147 200'716 94'026 CHF 33'349 CHF 99.34% 99.34%
13.11.2024 6.00% 0.15 CHF 0.16 CHF 600'000 200'000 602'780 200'927 97'590 CHF 34'539 CHF 99.36% 99.36%
12.11.2024 5.69% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 102'845 CHF 36'282 CHF 99.34% 99.34%
11.11.2024 5.10% 0.19 CHF 0.20 CHF 600'000 200'000 600'000 200'000 114'958 CHF 40'319 CHF 99.35% 99.35%
08.11.2024 4.17% 0.21 CHF 0.22 CHF 600'000 200'000 490'066 163'355 114'693 CHF 39'865 CHF 99.32% 99.32%
07.11.2024 2.85% 0.26 CHF 0.27 CHF 450'000 150'000 450'000 150'000 157'995 CHF 54'165 CHF 98.49% 98.49%

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