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 11.66% 0.09 CHF 0.10 CHF 600'000 300'000 617'177 319'870 49'848 CHF 29'025 CHF 99.37% 99.37%
19.11.2024 11.42% 0.09 CHF 0.10 CHF 600'000 300'000 603'347 310'567 49'843 CHF 28'740 CHF 99.24% 99.24%
18.11.2024 11.51% 0.08 CHF 0.09 CHF 625'000 325'000 614'851 314'805 50'375 CHF 28'926 CHF 99.29% 99.29%
15.11.2024 10.29% 0.09 CHF 0.10 CHF 600'000 300'000 551'979 371'526 50'831 CHF 38'577 CHF 99.37% 99.37%
14.11.2024 11.79% 0.08 CHF 0.09 CHF 625'000 325'000 623'268 324'957 49'738 CHF 29'182 CHF 99.34% 99.34%
13.11.2024 11.44% 0.08 CHF 0.09 CHF 625'000 325'000 610'885 314'212 50'372 CHF 29'045 CHF 99.36% 99.36%
12.11.2024 10.81% 0.08 CHF 0.09 CHF 600'000 300'000 580'328 310'215 50'827 CHF 30'376 CHF 99.08% 99.08%
11.11.2024 8.68% 0.11 CHF 0.12 CHF 500'000 500'000 470'408 470'407 51'830 CHF 56'534 CHF 99.28% 99.28%
08.11.2024 8.76% 0.10 CHF 0.11 CHF 500'000 500'000 477'987 477'987 52'180 CHF 56'960 CHF 99.37% 99.37%
07.11.2024 10.03% 0.11 CHF 0.12 CHF 475'000 475'000 535'755 399'295 50'776 CHF 42'646 CHF 99.22% 99.22%

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