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 8.82% 0.10 CHF 0.11 CHF 500'000 500'000 480'185 476'273 52'071 CHF 56'404 CHF 99.81% 99.81%
19.11.2024 11.97% 0.09 CHF 0.10 CHF 600'000 300'000 644'132 330'642 50'573 CHF 29'248 CHF 99.72% 99.72%
18.11.2024 11.45% 0.09 CHF 0.10 CHF 600'000 300'000 610'975 313'083 50'301 CHF 28'897 CHF 99.70% 99.70%
15.11.2024 10.81% 0.08 CHF 0.09 CHF 625'000 325'000 582'646 324'237 50'988 CHF 31'909 CHF 99.80% 99.80%
14.11.2024 9.66% 0.10 CHF 0.11 CHF 500'000 500'000 511'731 468'715 50'381 CHF 51'097 CHF 99.80% 99.80%
13.11.2024 9.64% 0.10 CHF 0.11 CHF 500'000 500'000 509'296 474'258 50'262 CHF 51'777 CHF 99.81% 99.81%
12.11.2024 10.67% 0.09 CHF 0.10 CHF 575'000 300'000 574'750 318'382 51'037 CHF 31'661 CHF 99.49% 99.49%
11.11.2024 10.60% 0.09 CHF 0.10 CHF 600'000 300'000 577'324 299'547 51'571 CHF 29'760 CHF 99.70% 99.70%
08.11.2024 10.62% 0.09 CHF 0.10 CHF 600'000 300'000 577'617 302'459 51'524 CHF 30'015 CHF 99.81% 99.81%
07.11.2024 8.61% 0.11 CHF 0.12 CHF 475'000 475'000 466'150 466'151 51'815 CHF 56'477 CHF 95.67% 95.67%

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