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
22.11.2024 5.48% 0.23 CHF 0.24 CHF 450'000 150'000 591'637 197'212 105'610 CHF 37'176 CHF 98.84% 98.84%
20.11.2024 7.44% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 97'154 CHF 34'885 CHF 98.63% 98.63%
19.11.2024 7.45% 0.13 CHF 0.14 CHF 750'000 250'000 750'000 250'000 97'075 CHF 34'858 CHF 99.15% 99.15%
18.11.2024 8.03% 0.12 CHF 0.13 CHF 750'000 250'000 750'000 250'000 89'714 CHF 32'405 CHF 99.36% 99.36%
15.11.2024 9.83% 0.12 CHF 0.13 CHF 750'000 250'000 882'153 294'051 85'691 CHF 31'504 CHF 99.40% 99.40%
14.11.2024 10.40% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 82'194 CHF 30'398 CHF 97.46% 97.46%
13.11.2024 11.38% 0.08 CHF 0.09 CHF 900'000 300'000 900'221 300'221 74'814 CHF 27'952 CHF 98.99% 98.99%
12.11.2024 10.94% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 77'968 CHF 28'989 CHF 95.51% 95.51%
11.11.2024 10.46% 0.09 CHF 0.10 CHF 900'000 300'000 899'489 299'830 81'567 CHF 30'187 CHF 98.54% 98.54%
08.11.2024 14.47% 0.08 CHF 0.09 CHF 900'000 300'000 991'496 391'496 64'050 CHF 29'127 CHF 99.09% 99.09%

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