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 14.19% 0.07 CHF 0.08 CHF 725'000 375'000 767'707 395'669 50'285 CHF 29'875 CHF 99.80% 99.80%
19.11.2024 10.31% 0.09 CHF 0.10 CHF 600'000 300'000 556'340 364'908 51'175 CHF 37'800 CHF 99.71% 99.71%
18.11.2024 11.39% 0.08 CHF 0.09 CHF 625'000 325'000 606'902 310'292 50'299 CHF 28'803 CHF 99.69% 99.69%
15.11.2024 11.88% 0.09 CHF 0.10 CHF 575'000 300'000 637'252 329'964 50'449 CHF 29'418 CHF 99.80% 99.80%
14.11.2024 12.87% 0.07 CHF 0.08 CHF 725'000 375'000 696'286 360'643 50'633 CHF 29'833 CHF 99.80% 99.80%
13.11.2024 12.70% 0.07 CHF 0.08 CHF 675'000 350'000 684'206 354'603 50'449 CHF 29'693 CHF 99.80% 99.80%
12.11.2024 11.12% 0.08 CHF 0.09 CHF 625'000 325'000 596'373 309'067 50'654 CHF 29'350 CHF 99.50% 99.50%
11.11.2024 11.12% 0.09 CHF 0.10 CHF 600'000 300'000 596'473 300'266 50'652 CHF 28'500 CHF 99.70% 99.70%
08.11.2024 10.69% 0.09 CHF 0.10 CHF 575'000 300'000 582'692 300'351 51'628 CHF 29'626 CHF 99.81% 99.81%
07.11.2024 11.89% 0.08 CHF 0.09 CHF 625'000 325'000 628'749 327'505 49'737 CHF 29'183 CHF 95.68% 95.68%

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