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 12.41% 0.08 CHF 0.09 CHF 675'000 350'000 669'706 347'355 50'609 CHF 29'724 CHF 99.38% 99.38%
19.11.2024 12.85% 0.08 CHF 0.09 CHF 675'000 350'000 689'306 359'402 50'202 CHF 29'775 CHF 98.26% 98.26%
18.11.2024 12.00% 0.07 CHF 0.08 CHF 725'000 375'000 642'885 337'961 50'333 CHF 29'898 CHF 99.30% 99.30%
15.11.2024 9.66% 0.10 CHF 0.11 CHF 500'000 500'000 508'553 477'191 50'098 CHF 52'014 CHF 99.38% 99.38%
14.11.2024 10.32% 0.10 CHF 0.11 CHF 500'000 500'000 554'986 374'714 50'986 CHF 38'907 CHF 99.38% 99.38%
13.11.2024 10.45% 0.09 CHF 0.10 CHF 600'000 300'000 560'205 348'922 50'805 CHF 35'657 CHF 99.36% 99.36%
12.11.2024 9.70% 0.10 CHF 0.11 CHF 500'000 500'000 506'193 472'781 49'676 CHF 51'373 CHF 99.07% 99.07%
11.11.2024 8.18% 0.11 CHF 0.12 CHF 475'000 475'000 437'496 437'496 51'307 CHF 55'682 CHF 99.30% 99.30%
08.11.2024 8.35% 0.12 CHF 0.13 CHF 425'000 425'000 451'008 451'008 51'744 CHF 56'254 CHF 99.38% 99.38%
07.11.2024 10.10% 0.10 CHF 0.11 CHF 500'000 500'000 539'371 391'572 50'692 CHF 41'372 CHF 99.25% 99.25%

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