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 10.91% 0.09 CHF 0.10 CHF 600'000 300'000 589'617 299'637 51'119 CHF 28'986 CHF 99.39% 99.39%
19.11.2024 11.39% 0.09 CHF 0.10 CHF 600'000 300'000 610'712 313'260 50'599 CHF 29'089 CHF 99.22% 99.22%
18.11.2024 10.28% 0.09 CHF 0.10 CHF 500'000 500'000 551'007 363'982 50'851 CHF 37'580 CHF 99.29% 99.29%
15.11.2024 9.61% 0.10 CHF 0.11 CHF 575'000 300'000 504'398 482'470 49'951 CHF 52'721 CHF 99.38% 99.38%
14.11.2024 9.73% 0.10 CHF 0.11 CHF 500'000 500'000 512'534 466'733 50'086 CHF 50'744 CHF 99.35% 99.35%
13.11.2024 9.74% 0.10 CHF 0.11 CHF 575'000 300'000 518'346 440'460 50'592 CHF 47'888 CHF 99.39% 99.39%
12.11.2024 8.86% 0.11 CHF 0.12 CHF 475'000 475'000 474'889 474'889 51'280 CHF 56'029 CHF 99.05% 99.05%
11.11.2024 8.77% 0.11 CHF 0.12 CHF 475'000 475'000 476'559 476'559 51'991 CHF 56'757 CHF 99.24% 99.24%
08.11.2024 7.81% 0.12 CHF 0.13 CHF 425'000 425'000 414'288 414'287 50'975 CHF 55'118 CHF 99.38% 99.38%
07.11.2024 4.97% 0.17 CHF 0.18 CHF 300'000 300'000 264'891 264'891 51'960 CHF 54'609 CHF 99.26% 99.26%

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