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 12.70% 0.08 CHF 0.09 CHF 625'000 325'000 678'873 353'887 50'064 CHF 29'641 CHF 98.99% 98.99%
19.11.2024 13.85% 0.07 CHF 0.08 CHF 725'000 375'000 745'670 385'752 50'122 CHF 29'790 CHF 97.60% 97.60%
18.11.2024 12.89% 0.07 CHF 0.08 CHF 725'000 375'000 681'050 355'311 49'533 CHF 29'385 CHF 99.38% 99.38%
15.11.2024 10.69% 0.08 CHF 0.09 CHF 600'000 300'000 577'530 314'146 51'152 CHF 31'094 CHF 99.33% 99.33%
14.11.2024 8.16% 0.11 CHF 0.12 CHF 475'000 475'000 434'584 434'157 51'054 CHF 55'349 CHF 98.49% 98.49%
13.11.2024 7.63% 0.13 CHF 0.14 CHF 400'000 400'000 363'295 363'073 45'960 CHF 49'562 CHF 98.38% 98.38%
12.11.2024 7.73% 0.11 CHF 0.12 CHF 238'000 238'000 206'741 206'741 25'703 CHF 27'770 CHF 98.87% 98.87%
11.11.2024 7.62% 0.14 CHF 0.15 CHF 200'000 200'000 204'816 204'816 25'873 CHF 27'922 CHF 99.07% 99.07%
08.11.2024 10.14% 0.12 CHF 0.13 CHF 238'000 238'000 276'772 176'243 25'915 CHF 18'610 CHF 99.49% 99.49%
07.11.2024 12.61% 0.08 CHF 0.09 CHF 338'000 175'000 341'093 177'003 25'332 CHF 14'918 CHF 98.59% 98.59%

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