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 17.94% 0.05 CHF 0.06 CHF 1'000'000 500'000 983'611 494'537 49'930 CHF 30'054 CHF 99.39% 99.39%
19.11.2024 18.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 994'108 482'249 49'714 CHF 28'991 CHF 99.25% 99.25%
18.11.2024 16.37% 0.06 CHF 0.07 CHF 850'000 425'000 903'388 460'593 50'672 CHF 30'433 CHF 99.30% 99.30%
15.11.2024 15.78% 0.06 CHF 0.07 CHF 925'000 475'000 867'080 437'838 50'639 CHF 29'939 CHF 99.39% 99.39%
14.11.2024 15.82% 0.06 CHF 0.07 CHF 850'000 425'000 871'608 438'129 50'751 CHF 29'888 CHF 99.36% 99.36%
13.11.2024 16.00% 0.06 CHF 0.07 CHF 925'000 475'000 885'036 449'281 50'922 CHF 30'334 CHF 99.37% 99.37%
12.11.2024 15.06% 0.06 CHF 0.07 CHF 850'000 425'000 817'722 416'523 50'250 CHF 29'763 CHF 99.07% 99.07%
11.11.2024 14.87% 0.06 CHF 0.07 CHF 775'000 400'000 811'241 412'296 50'496 CHF 29'798 CHF 99.25% 99.25%
08.11.2024 13.53% 0.07 CHF 0.08 CHF 725'000 375'000 726'734 378'105 50'107 CHF 29'862 CHF 99.39% 99.39%
07.11.2024 8.52% 0.10 CHF 0.11 CHF 500'000 500'000 457'426 446'571 51'370 CHF 54'868 CHF 99.27% 99.27%

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