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 9.79% 0.09 CHF 0.10 CHF 575'000 300'000 514'290 453'180 49'967 CHF 49'070 CHF 99.17% 99.17%
19.11.2024 9.73% 0.09 CHF 0.10 CHF 500'000 500'000 511'181 459'517 49'992 CHF 49'930 CHF 98.83% 98.83%
18.11.2024 9.55% 0.10 CHF 0.11 CHF 500'000 500'000 505'741 472'502 50'422 CHF 52'119 CHF 99.20% 99.20%
15.11.2024 8.01% 0.11 CHF 0.12 CHF 475'000 475'000 425'250 425'250 51'009 CHF 55'261 CHF 98.68% 98.68%
14.11.2024 5.77% 0.15 CHF 0.16 CHF 325'000 325'000 305'920 305'909 51'514 CHF 54'572 CHF 98.51% 98.51%
13.11.2024 5.63% 0.16 CHF 0.17 CHF 325'000 325'000 269'802 269'802 46'395 CHF 49'093 CHF 97.90% 97.90%
12.11.2024 4.88% 0.18 CHF 0.19 CHF 150'000 150'000 128'198 128'200 25'623 CHF 26'905 CHF 99.13% 99.13%
11.11.2024 4.09% 0.21 CHF 0.22 CHF 125'000 125'000 107'796 107'796 25'776 CHF 26'854 CHF 99.02% 99.02%
08.11.2024 3.92% 0.26 CHF 0.27 CHF 100'000 100'000 105'965 105'965 26'483 CHF 27'543 CHF 99.30% 99.30%
07.11.2024 3.84% 0.27 CHF 0.28 CHF 100'000 100'000 102'667 102'667 26'266 CHF 27'293 CHF 99.25% 99.25%

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