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 15.25% 0.06 CHF 0.07 CHF 850'000 425'000 836'501 420'668 50'655 CHF 29'686 CHF 99.39% 99.39%
19.11.2024 16.37% 0.06 CHF 0.07 CHF 850'000 425'000 905'046 461'783 50'777 CHF 30'517 CHF 99.27% 99.27%
18.11.2024 14.99% 0.07 CHF 0.08 CHF 775'000 400'000 821'937 416'170 50'722 CHF 29'855 CHF 99.27% 99.27%
15.11.2024 15.24% 0.06 CHF 0.07 CHF 850'000 425'000 835'637 420'615 50'685 CHF 29'723 CHF 99.38% 99.38%
14.11.2024 15.46% 0.07 CHF 0.08 CHF 850'000 425'000 852'016 432'086 50'833 CHF 30'098 CHF 99.35% 99.35%
13.11.2024 16.83% 0.06 CHF 0.07 CHF 925'000 475'000 929'678 476'559 50'616 CHF 30'717 CHF 99.39% 99.39%
12.11.2024 17.49% 0.05 CHF 0.06 CHF 1'000'000 500'000 952'566 476'422 49'723 CHF 29'661 CHF 99.02% 99.02%
11.11.2024 13.42% 0.07 CHF 0.08 CHF 725'000 375'000 729'720 377'360 50'725 CHF 30'005 CHF 99.29% 99.29%
08.11.2024 13.38% 0.07 CHF 0.08 CHF 725'000 375'000 721'326 374'059 50'327 CHF 29'838 CHF 99.37% 99.37%
07.11.2024 12.07% 0.08 CHF 0.09 CHF 600'000 300'000 645'467 333'349 50'244 CHF 29'274 CHF 99.30% 99.30%

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