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 10.88% 0.09 CHF 0.10 CHF 500'000 500'000 583'593 330'219 50'714 CHF 32'364 CHF 99.50% 99.50%
19.11.2024 11.36% 0.09 CHF 0.10 CHF 600'000 300'000 603'741 314'443 50'173 CHF 29'249 CHF 97.55% 97.55%
18.11.2024 8.94% 0.10 CHF 0.11 CHF 500'000 500'000 479'948 479'948 51'336 CHF 56'135 CHF 99.33% 99.33%
15.11.2024 10.51% 0.10 CHF 0.11 CHF 500'000 500'000 567'353 330'217 51'157 CHF 33'443 CHF 98.53% 98.53%
14.11.2024 10.11% 0.09 CHF 0.10 CHF 575'000 300'000 538'472 388'798 50'512 CHF 41'005 CHF 98.90% 98.90%
13.11.2024 10.72% 0.10 CHF 0.11 CHF 500'000 500'000 514'228 298'028 45'319 CHF 29'708 CHF 98.15% 98.15%
12.11.2024 10.71% 0.09 CHF 0.10 CHF 288'000 150'000 290'895 157'355 25'721 CHF 15'575 CHF 99.07% 99.07%
11.11.2024 12.92% 0.08 CHF 0.09 CHF 313'000 163'000 348'443 181'076 25'218 CHF 14'918 CHF 98.20% 98.20%
08.11.2024 15.23% 0.07 CHF 0.08 CHF 388'000 200'000 416'156 212'208 25'249 CHF 14'998 CHF 99.43% 99.43%
07.11.2024 12.10% 0.07 CHF 0.08 CHF 338'000 175'000 319'457 168'884 24'806 CHF 14'818 CHF 98.83% 98.83%

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