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 13.90% 0.10 CHF 0.11 CHF 750'000 250'000 868'828 290'717 59'250 CHF 22'724 CHF 99.28% 99.28%
19.11.2024 9.77% 0.08 CHF 0.09 CHF 750'000 250'000 708'193 236'064 69'053 CHF 25'378 CHF 88.75% 88.75%
18.11.2024 8.46% 0.10 CHF 0.11 CHF 750'000 250'000 607'486 202'495 68'832 CHF 24'969 CHF 97.55% 97.55%
15.11.2024 9.42% 0.14 CHF 0.15 CHF 600'000 200'000 718'988 239'663 73'012 CHF 26'734 CHF 96.53% 96.53%
14.11.2024 14.68% 0.09 CHF 0.10 CHF 750'000 250'000 953'013 366'242 60'330 CHF 26'668 CHF 99.27% 99.27%
13.11.2024 17.58% 0.06 CHF 0.07 CHF 1'000'000 400'000 999'881 399'881 52'140 CHF 24'851 CHF 99.30% 99.30%
12.11.2024 16.45% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 56'195 CHF 26'478 CHF 99.27% 99.27%
11.11.2024 15.83% 0.06 CHF 0.07 CHF 1'000'000 400'000 976'684 376'684 56'997 CHF 25'726 CHF 99.25% 99.25%
08.11.2024 15.86% 0.07 CHF 0.08 CHF 900'000 300'000 988'712 388'712 57'823 CHF 26'550 CHF 99.25% 99.25%
07.11.2024 11.03% 0.07 CHF 0.08 CHF 1'000'000 400'000 892'728 300'242 76'796 CHF 28'788 CHF 98.58% 98.58%

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