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 11.24% 0.85 CHF 0.90 CHF 60'000 20'000 70'193 7'473 52'964 CHF 6'484 CHF 99.57% 99.57%
19.11.2024 11.81% 0.76 CHF 0.81 CHF 70'000 30'000 74'445 11'209 53'007 CHF 8'995 CHF 99.59% 99.59%
18.11.2024 8.58% 0.64 CHF 0.67 CHF 80'000 30'000 88'455 11'270 52'858 CHF 7'365 CHF 98.48% 98.48%
15.11.2024 14.85% 0.55 CHF 0.60 CHF 100'000 30'000 95'620 11'210 52'859 CHF 6'989 CHF 99.60% 99.60%
14.11.2024 17.27% 0.59 CHF 0.64 CHF 90'000 30'000 108'990 11'210 52'164 CHF 6'733 CHF 99.60% 99.60%
13.11.2024 13.25% 0.57 CHF 0.62 CHF 90'000 30'000 83'908 11'438 51'901 CHF 7'727 CHF 95.43% 95.43%
12.11.2024 13.47% 0.65 CHF 0.70 CHF 80'000 20'000 85'169 7'478 52'572 CHF 5'232 CHF 99.48% 99.48%
11.11.2024 16.24% 0.73 CHF 0.83 CHF 70'000 10'000 56'542 3'755 55'048 CHF 3'881 CHF 98.32% 98.32%
08.11.2024 14.28% 1.24 CHF 1.34 CHF 50'000 10'000 48'889 3'737 56'851 CHF 5'009 CHF 99.57% 99.57%
07.11.2024 12.27% 1.33 CHF 1.43 CHF 40'000 10'000 42'018 4'317 54'359 CHF 6'081 CHF 54.41% 54.41%

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