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 29.59% 0.10 CHF 0.13 CHF 185'288 75'000 187'643 75'000 18'790 CHF 10'187 CHF 100.00% 100.00%
19.11.2024 11.37% 0.12 CHF 0.14 CHF 173'319 75'000 155'412 75'000 23'209 CHF 12'632 CHF 100.00% 100.00%
18.11.2024 9.75% 0.18 CHF 0.20 CHF 136'067 50'000 133'413 43'766 29'338 CHF 10'400 CHF 88.43% 88.43%
15.11.2024 7.23% 0.26 CHF 0.28 CHF 132'354 50'000 133'406 50'000 33'911 CHF 13'719 CHF 99.99% 99.99%
14.11.2024 4.64% 0.37 CHF 0.39 CHF 106'836 50'000 100'014 50'000 43'666 CHF 22'998 CHF 99.52% 99.52%
13.11.2024 4.45% 0.49 CHF 0.51 CHF 94'189 50'000 95'754 49'591 45'322 CHF 24'603 CHF 72.07% 72.07%
12.11.2024 4.39% 0.63 CHF 0.66 CHF 80'000 50'000 80'000 50'000 53'496 CHF 34'935 CHF 72.74% 72.74%
11.11.2024 4.54% 0.67 CHF 0.70 CHF 80'000 50'000 80'028 50'000 53'440 CHF 34'939 CHF 96.53% 96.53%
08.11.2024 5.21% 0.63 CHF 0.66 CHF 84'603 50'000 86'757 50'000 50'449 CHF 30'640 CHF 84.58% 84.58%
07.11.2024 5.24% 0.59 CHF 0.62 CHF 87'272 50'000 87'091 48'703 51'118 CHF 30'110 CHF 99.12% 99.12%

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