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 11.58% 0.08 CHF 0.09 CHF 625'000 325'000 618'106 317'845 50'326 CHF 29'047 CHF 99.50% 99.50%
19.11.2024 11.32% 0.08 CHF 0.09 CHF 625'000 325'000 598'448 310'573 49'971 CHF 29'011 CHF 99.33% 99.33%
18.11.2024 13.70% 0.08 CHF 0.09 CHF 725'000 375'000 738'573 383'600 50'238 CHF 29'935 CHF 99.22% 99.22%
15.11.2024 15.45% 0.07 CHF 0.08 CHF 850'000 425'000 853'009 428'312 50'971 CHF 29'875 CHF 99.48% 99.48%
14.11.2024 16.76% 0.06 CHF 0.07 CHF 850'000 425'000 910'640 462'769 49'796 CHF 29'936 CHF 98.11% 98.11%
13.11.2024 14.44% 0.07 CHF 0.08 CHF 850'000 425'000 682'106 352'195 43'801 CHF 26'140 CHF 99.03% 99.03%
12.11.2024 16.01% 0.06 CHF 0.07 CHF 425'000 213'000 434'192 221'951 24'944 CHF 14'968 CHF 98.88% 98.88%
11.11.2024 11.35% 0.07 CHF 0.08 CHF 363'000 188'000 303'993 160'193 25'295 CHF 14'941 CHF 99.26% 99.26%
08.11.2024 9.50% 0.10 CHF 0.11 CHF 238'000 238'000 248'854 248'854 24'958 CHF 27'447 CHF 93.21% 93.21%
07.11.2024 9.52% 0.10 CHF 0.11 CHF 250'000 250'000 250'000 250'000 24'999 CHF 27'499 CHF 99.23% 99.23%

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