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 14.94% 0.07 CHF 0.08 CHF 500'000 50'000 500'000 30'093 31'102 CHF 2'216 CHF 93.92% 93.92%
19.11.2024 17.89% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 29'800 25'537 CHF 1'812 CHF 99.65% 99.65%
18.11.2024 15.23% 0.05 CHF 0.06 CHF 500'000 50'000 500'000 32'121 30'939 CHF 2'210 CHF 67.15% 67.15%
15.11.2024 11.07% 0.07 CHF 0.08 CHF 500'000 50'000 500'000 29'797 42'974 CHF 2'791 CHF 99.66% 99.66%
14.11.2024 7.49% 0.11 CHF 0.12 CHF 460'000 50'000 393'706 27'878 50'567 CHF 3'795 CHF 91.53% 91.53%
13.11.2024 6.70% 0.15 CHF 0.16 CHF 340'000 50'000 339'314 30'551 50'545 CHF 4'876 CHF 90.86% 90.86%
12.11.2024 6.65% 0.14 CHF 0.15 CHF 360'000 50'000 349'619 29'256 50'838 CHF 4'525 CHF 87.55% 87.55%
11.11.2024 5.98% 0.18 CHF 0.19 CHF 280'000 50'000 314'410 28'853 50'999 CHF 5'041 CHF 97.37% 97.37%
08.11.2024 8.43% 0.14 CHF 0.15 CHF 360'000 50'000 445'204 29'887 50'581 CHF 3'800 CHF 98.62% 98.62%
07.11.2024 11.81% 0.09 CHF 0.10 CHF 500'000 50'000 500'000 29'935 39'912 CHF 2'704 CHF 97.62% 97.62%

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