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 15.04% 0.07 CHF 0.08 CHF 850'000 425'000 830'759 420'868 51'109 CHF 30'110 CHF 99.37% 99.37%
19.11.2024 15.79% 0.07 CHF 0.08 CHF 850'000 425'000 877'212 444'153 51'234 CHF 30'374 CHF 99.25% 99.25%
18.11.2024 13.77% 0.06 CHF 0.07 CHF 850'000 425'000 744'014 385'513 50'228 CHF 30'014 CHF 99.27% 99.27%
15.11.2024 9.68% 0.10 CHF 0.11 CHF 500'000 500'000 511'162 468'263 50'274 CHF 51'053 CHF 99.38% 99.38%
14.11.2024 10.60% 0.10 CHF 0.11 CHF 500'000 500'000 566'157 380'643 50'570 CHF 38'683 CHF 99.35% 99.35%
13.11.2024 10.61% 0.08 CHF 0.09 CHF 625'000 325'000 568'227 355'822 50'744 CHF 36'086 CHF 99.36% 99.36%
12.11.2024 9.25% 0.10 CHF 0.11 CHF 500'000 500'000 487'963 484'964 50'355 CHF 54'908 CHF 99.06% 99.06%
11.11.2024 7.01% 0.13 CHF 0.14 CHF 400'000 400'000 379'938 379'938 52'295 CHF 56'094 CHF 99.26% 99.26%
08.11.2024 7.63% 0.14 CHF 0.15 CHF 375'000 375'000 409'918 409'917 51'691 CHF 55'790 CHF 99.38% 99.38%
07.11.2024 9.99% 0.10 CHF 0.11 CHF 475'000 475'000 535'446 392'809 50'989 CHF 42'364 CHF 99.25% 99.25%

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