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 11.34% 0.08 CHF 0.09 CHF 625'000 325'000 607'718 307'718 50'567 CHF 28'670 CHF 99.39% 99.39%
19.11.2024 10.98% 0.09 CHF 0.10 CHF 600'000 300'000 589'386 308'408 50'745 CHF 29'670 CHF 99.30% 99.30%
18.11.2024 10.33% 0.10 CHF 0.11 CHF 500'000 500'000 558'322 339'561 51'239 CHF 34'910 CHF 99.27% 99.27%
15.11.2024 9.61% 0.10 CHF 0.11 CHF 500'000 500'000 507'512 479'969 50'254 CHF 52'537 CHF 99.39% 99.39%
14.11.2024 10.51% 0.09 CHF 0.10 CHF 575'000 300'000 570'856 301'857 51'442 CHF 30'239 CHF 99.38% 99.38%
13.11.2024 10.02% 0.09 CHF 0.10 CHF 575'000 300'000 534'238 400'218 50'610 CHF 42'492 CHF 99.38% 99.38%
12.11.2024 9.44% 0.10 CHF 0.11 CHF 500'000 500'000 495'403 495'402 50'013 CHF 54'967 CHF 99.09% 99.09%
11.11.2024 8.70% 0.11 CHF 0.12 CHF 475'000 475'000 473'617 473'617 52'098 CHF 56'834 CHF 99.23% 99.23%
08.11.2024 8.65% 0.11 CHF 0.12 CHF 475'000 475'000 471'178 471'178 52'134 CHF 56'846 CHF 99.39% 99.39%
07.11.2024 8.72% 0.11 CHF 0.12 CHF 475'000 475'000 474'159 474'159 52'019 CHF 56'760 CHF 99.28% 99.28%

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