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 18.05% 0.05 CHF 0.06 CHF 1'000'000 500'000 984'056 478'155 49'663 CHF 29'010 CHF 98.99% 98.99%
19.11.2024 16.02% 0.06 CHF 0.07 CHF 850'000 425'000 883'372 449'041 50'750 CHF 30'274 CHF 99.11% 99.11%
18.11.2024 19.90% 0.05 CHF 0.06 CHF 1'000'000 500'000 987'755 318'195 44'992 CHF 17'973 CHF 98.41% 98.41%
15.11.2024 16.32% 0.05 CHF 0.06 CHF 1'000'000 500'000 896'159 452'944 50'451 CHF 30'022 CHF 99.34% 99.34%
14.11.2024 15.24% 0.07 CHF 0.08 CHF 775'000 400'000 837'365 422'350 50'769 CHF 29'840 CHF 99.46% 99.46%
13.11.2024 13.14% 0.06 CHF 0.07 CHF 850'000 425'000 630'880 326'120 44'862 CHF 26'472 CHF 98.68% 98.68%
12.11.2024 14.42% 0.07 CHF 0.08 CHF 363'000 188'000 392'957 200'894 25'273 CHF 14'941 CHF 98.99% 98.99%
11.11.2024 11.24% 0.08 CHF 0.09 CHF 313'000 163'000 300'093 156'664 25'213 CHF 14'744 CHF 96.73% 96.73%
08.11.2024 7.77% 0.11 CHF 0.12 CHF 238'000 238'000 210'362 210'361 26'051 CHF 28'155 CHF 99.43% 99.43%
07.11.2024 10.61% 0.11 CHF 0.12 CHF 238'000 238'000 288'489 171'986 25'739 CHF 17'535 CHF 99.03% 99.03%

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