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 10.29% 0.10 CHF 0.11 CHF 750'000 250'000 750'251 250'084 69'261 CHF 25'588 CHF 99.67% 99.67%
19.11.2024 11.73% 0.10 CHF 0.11 CHF 750'000 250'000 869'278 289'759 70'110 CHF 26'268 CHF 99.26% 99.26%
18.11.2024 10.81% 0.08 CHF 0.09 CHF 900'000 300'000 888'371 296'124 77'912 CHF 28'932 CHF 99.22% 99.22%
15.11.2024 9.12% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 78'776 CHF 28'759 CHF 99.39% 99.39%
14.11.2024 10.19% 0.10 CHF 0.11 CHF 750'000 250'000 848'212 282'737 79'163 CHF 29'215 CHF 98.00% 98.00%
13.11.2024 9.43% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 75'847 CHF 27'782 CHF 99.38% 99.38%
12.11.2024 11.53% 0.10 CHF 0.11 CHF 750'000 250'000 885'806 295'269 72'454 CHF 27'104 CHF 93.48% 93.48%
11.11.2024 13.44% 0.08 CHF 0.09 CHF 900'000 300'000 979'776 379'776 68'150 CHF 30'174 CHF 98.27% 98.27%
08.11.2024 14.59% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 63'864 CHF 29'546 CHF 99.25% 99.25%
07.11.2024 15.64% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 59'166 CHF 27'666 CHF 98.61% 98.61%

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