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 12.63% 0.09 CHF 0.10 CHF 625'000 325'000 685'709 355'231 50'870 CHF 29'907 CHF 99.21% 99.21%
19.11.2024 14.26% 0.07 CHF 0.08 CHF 775'000 400'000 767'502 396'524 50'002 CHF 29'803 CHF 97.87% 97.87%
18.11.2024 12.90% 0.06 CHF 0.07 CHF 725'000 375'000 685'330 356'149 49'760 CHF 29'423 CHF 97.81% 97.81%
15.11.2024 9.93% 0.08 CHF 0.09 CHF 575'000 300'000 517'997 445'359 49'596 CHF 47'849 CHF 93.90% 93.90%
14.11.2024 7.20% 0.12 CHF 0.13 CHF 425'000 425'000 387'978 387'965 51'994 CHF 55'872 CHF 94.37% 94.37%
13.11.2024 6.77% 0.15 CHF 0.16 CHF 350'000 350'000 328'057 328'057 46'885 CHF 50'165 CHF 97.39% 97.39%
12.11.2024 6.75% 0.13 CHF 0.14 CHF 200'000 200'000 183'015 183'015 26'207 CHF 28'037 CHF 98.70% 98.70%
11.11.2024 6.62% 0.16 CHF 0.17 CHF 163'000 163'000 179'786 179'788 26'249 CHF 28'047 CHF 99.02% 99.02%
08.11.2024 9.15% 0.13 CHF 0.14 CHF 200'000 200'000 242'847 240'524 25'358 CHF 27'531 CHF 97.26% 97.26%
07.11.2024 12.21% 0.09 CHF 0.10 CHF 313'000 163'000 326'978 170'245 25'119 CHF 14'788 CHF 98.74% 98.74%

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