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 17.15% 0.06 CHF 0.07 CHF 850'000 425'000 948'473 478'853 50'586 CHF 30'335 CHF 99.40% 99.40%
19.11.2024 16.19% 0.06 CHF 0.07 CHF 775'000 400'000 881'642 451'029 50'011 CHF 30'089 CHF 99.26% 99.26%
18.11.2024 16.45% 0.06 CHF 0.07 CHF 850'000 425'000 909'892 464'931 50'755 CHF 30'577 CHF 99.28% 99.28%
15.11.2024 16.90% 0.06 CHF 0.07 CHF 925'000 475'000 931'493 474'429 50'509 CHF 30'480 CHF 99.34% 99.34%
14.11.2024 22.64% 0.05 CHF 0.06 CHF 1'000'000 250'000 984'925 268'141 39'022 CHF 13'472 CHF 99.23% 99.23%
13.11.2024 22.13% 0.04 CHF 0.05 CHF 1'000'000 250'000 874'291 222'368 35'083 CHF 11'144 CHF 99.39% 99.39%
12.11.2024 20.33% 0.04 CHF 0.05 CHF 500'000 125'000 489'142 143'386 21'736 CHF 7'900 CHF 99.10% 99.10%
11.11.2024 17.70% 0.05 CHF 0.06 CHF 500'000 125'000 479'255 219'308 24'743 CHF 13'653 CHF 99.34% 99.34%
08.11.2024 11.28% 0.07 CHF 0.08 CHF 363'000 188'000 304'757 154'755 25'511 CHF 14'498 CHF 99.41% 99.41%
07.11.2024 9.84% 0.09 CHF 0.10 CHF 300'000 150'000 257'167 226'759 24'832 CHF 24'492 CHF 99.26% 99.26%

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