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 8.40% 0.10 CHF 0.11 CHF 500'000 500'000 447'457 438'775 51'066 CHF 54'638 CHF 99.21% 99.21%
19.11.2024 10.60% 0.09 CHF 0.10 CHF 500'000 500'000 562'665 351'246 50'287 CHF 35'454 CHF 99.19% 99.19%
18.11.2024 11.62% 0.10 CHF 0.11 CHF 575'000 300'000 624'972 323'716 50'719 CHF 29'507 CHF 99.27% 99.27%
15.11.2024 11.33% 0.08 CHF 0.09 CHF 625'000 325'000 605'372 311'405 50'444 CHF 29'059 CHF 98.50% 98.50%
14.11.2024 8.35% 0.11 CHF 0.12 CHF 475'000 475'000 449'962 449'907 51'593 CHF 56'086 CHF 99.22% 99.22%
13.11.2024 9.22% 0.13 CHF 0.14 CHF 375'000 375'000 423'455 393'776 44'047 CHF 45'253 CHF 98.85% 98.85%
12.11.2024 10.73% 0.08 CHF 0.09 CHF 300'000 150'000 286'834 152'405 25'304 CHF 15'001 CHF 98.98% 98.98%
11.11.2024 13.79% 0.08 CHF 0.09 CHF 338'000 175'000 374'301 193'226 25'279 CHF 14'983 CHF 99.31% 99.31%
08.11.2024 14.68% 0.06 CHF 0.07 CHF 425'000 213'000 400'131 204'108 25'271 CHF 14'942 CHF 99.38% 99.38%
07.11.2024 16.03% 0.06 CHF 0.07 CHF 463'000 238'000 438'537 223'776 25'159 CHF 15'073 CHF 99.06% 99.06%

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