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 16.38% 0.06 CHF 0.07 CHF 925'000 475'000 909'987 463'961 51'003 CHF 30'636 CHF 99.37% 99.37%
19.11.2024 17.12% 0.06 CHF 0.07 CHF 925'000 475'000 942'528 478'693 50'379 CHF 30'401 CHF 99.31% 99.31%
18.11.2024 16.27% 0.05 CHF 0.06 CHF 1'000'000 500'000 890'345 453'596 50'244 CHF 30'158 CHF 99.29% 99.29%
15.11.2024 12.63% 0.08 CHF 0.09 CHF 675'000 350'000 683'307 354'153 50'681 CHF 29'810 CHF 99.38% 99.38%
14.11.2024 13.55% 0.08 CHF 0.09 CHF 675'000 350'000 735'143 378'903 50'597 CHF 29'881 CHF 99.35% 99.35%
13.11.2024 13.58% 0.07 CHF 0.08 CHF 775'000 400'000 731'388 378'591 50'231 CHF 29'792 CHF 99.36% 99.36%
12.11.2024 12.76% 0.08 CHF 0.09 CHF 675'000 350'000 682'053 354'195 50'071 CHF 29'548 CHF 99.09% 99.09%
11.11.2024 10.63% 0.09 CHF 0.10 CHF 600'000 300'000 576'540 301'760 51'376 CHF 29'923 CHF 99.28% 99.28%
08.11.2024 11.09% 0.09 CHF 0.10 CHF 575'000 300'000 599'115 307'018 51'036 CHF 29'228 CHF 99.39% 99.39%
07.11.2024 13.54% 0.07 CHF 0.08 CHF 675'000 350'000 730'362 377'979 50'308 CHF 29'817 CHF 99.23% 99.23%

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