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 11.01% 0.09 CHF 0.10 CHF 575'000 300'000 590'571 299'814 50'718 CHF 28'755 CHF 99.39% 99.39%
19.11.2024 10.78% 0.09 CHF 0.10 CHF 575'000 300'000 582'861 307'655 51'169 CHF 30'194 CHF 98.57% 98.57%
18.11.2024 9.44% 0.10 CHF 0.11 CHF 500'000 500'000 498'011 498'011 50'265 CHF 55'245 CHF 99.26% 99.26%
15.11.2024 9.86% 0.10 CHF 0.11 CHF 500'000 500'000 524'039 432'681 50'454 CHF 46'575 CHF 99.38% 99.38%
14.11.2024 12.28% 0.08 CHF 0.09 CHF 625'000 325'000 658'967 342'786 50'371 CHF 29'634 CHF 99.35% 99.35%
13.11.2024 11.62% 0.08 CHF 0.09 CHF 675'000 350'000 619'766 317'422 50'254 CHF 28'900 CHF 99.36% 99.36%
12.11.2024 11.12% 0.08 CHF 0.09 CHF 625'000 325'000 596'188 306'385 50'662 CHF 29'098 CHF 99.06% 99.06%
11.11.2024 10.12% 0.10 CHF 0.11 CHF 500'000 500'000 544'694 380'816 51'047 CHF 40'030 CHF 99.26% 99.26%
08.11.2024 10.53% 0.09 CHF 0.10 CHF 575'000 300'000 573'157 304'725 51'578 CHF 30'516 CHF 99.39% 99.39%
07.11.2024 8.31% 0.12 CHF 0.13 CHF 475'000 475'000 446'908 446'908 51'545 CHF 56'014 CHF 99.27% 99.27%

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