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 9.69% 0.09 CHF 0.10 CHF 625'000 325'000 597'071 535'683 58'629 CHF 58'347 CHF 99.38% 99.38%
19.11.2024 10.86% 0.09 CHF 0.10 CHF 650'000 325'000 653'456 335'712 56'930 CHF 32'596 CHF 97.03% 97.03%
18.11.2024 11.64% 0.09 CHF 0.10 CHF 675'000 350'000 709'197 361'547 57'419 CHF 32'889 CHF 99.10% 99.10%
15.11.2024 11.60% 0.08 CHF 0.09 CHF 750'000 375'000 707'022 361'716 57'439 CHF 33'002 CHF 98.52% 98.52%
14.11.2024 10.03% 0.09 CHF 0.10 CHF 625'000 625'000 610'754 479'302 57'945 CHF 50'853 CHF 99.32% 99.32%
13.11.2024 11.32% 0.10 CHF 0.11 CHF 600'000 600'000 601'111 339'793 50'442 CHF 32'397 CHF 99.06% 99.06%
12.11.2024 12.58% 0.07 CHF 0.08 CHF 388'000 200'000 374'080 192'163 27'862 CHF 16'235 CHF 99.05% 99.05%
11.11.2024 15.00% 0.07 CHF 0.08 CHF 438'000 225'000 462'126 233'097 28'496 CHF 16'706 CHF 99.28% 99.28%
08.11.2024 16.21% 0.06 CHF 0.07 CHF 500'000 250'000 484'392 245'868 27'471 CHF 16'404 CHF 99.31% 99.31%
07.11.2024 16.00% 0.06 CHF 0.07 CHF 500'000 250'000 480'481 244'357 27'640 CHF 16'505 CHF 99.06% 99.06%

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