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 14.77% 0.07 CHF 0.08 CHF 725'000 375'000 803'998 410'020 50'421 CHF 29'828 CHF 99.37% 99.37%
19.11.2024 13.32% 0.07 CHF 0.08 CHF 775'000 400'000 716'434 371'534 50'238 CHF 29'771 CHF 99.28% 99.28%
18.11.2024 14.22% 0.07 CHF 0.08 CHF 725'000 375'000 776'126 397'967 50'688 CHF 29'987 CHF 99.27% 99.27%
15.11.2024 17.09% 0.06 CHF 0.07 CHF 925'000 475'000 943'404 480'170 50'537 CHF 30'532 CHF 99.37% 99.37%
14.11.2024 16.55% 0.06 CHF 0.07 CHF 850'000 425'000 909'839 459'204 50'457 CHF 30'058 CHF 99.39% 99.39%
13.11.2024 16.53% 0.06 CHF 0.07 CHF 775'000 400'000 898'230 443'214 49'890 CHF 29'181 CHF 99.36% 99.36%
12.11.2024 18.13% 0.05 CHF 0.06 CHF 1'000'000 500'000 982'743 463'873 49'413 CHF 28'046 CHF 99.05% 99.05%
11.11.2024 22.15% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'108 250'000 39'976 CHF 12'543 CHF 99.30% 99.30%
08.11.2024 18.36% 0.05 CHF 0.06 CHF 1'000'000 250'000 966'465 376'937 47'978 CHF 22'981 CHF 99.38% 99.38%
07.11.2024 13.06% 0.07 CHF 0.08 CHF 775'000 400'000 699'792 361'642 50'022 CHF 29'483 CHF 99.23% 99.23%

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