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 9.93% 0.10 CHF 0.11 CHF 500'000 500'000 526'091 430'525 50'321 CHF 46'103 CHF 99.37% 99.37%
19.11.2024 10.13% 0.09 CHF 0.10 CHF 575'000 300'000 539'195 411'191 50'535 CHF 43'420 CHF 99.27% 99.27%
18.11.2024 12.53% 0.09 CHF 0.10 CHF 600'000 300'000 678'233 349'772 50'754 CHF 29'657 CHF 99.28% 99.28%
15.11.2024 14.90% 0.07 CHF 0.08 CHF 725'000 375'000 812'295 414'104 50'433 CHF 29'869 CHF 99.38% 99.38%
14.11.2024 20.01% 0.06 CHF 0.07 CHF 925'000 475'000 962'539 321'771 43'960 CHF 18'711 CHF 99.35% 99.35%
13.11.2024 21.85% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'822 250'000 40'733 CHF 12'736 CHF 99.36% 99.36%
12.11.2024 23.19% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'045 250'000 38'097 CHF 12'074 CHF 99.09% 99.09%
11.11.2024 25.21% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'751 250'000 34'589 CHF 11'176 CHF 99.28% 99.28%
08.11.2024 22.94% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 38'708 CHF 12'177 CHF 99.39% 99.39%
07.11.2024 22.36% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'853 253'672 39'595 CHF 12'652 CHF 99.26% 99.26%

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