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 12.31% 0.08 CHF 0.09 CHF 900'000 450'000 980'913 491'309 74'788 CHF 42'376 CHF 99.48% 99.48%
19.11.2024 10.80% 0.09 CHF 0.10 CHF 875'000 450'000 829'100 426'611 72'630 CHF 41'642 CHF 97.22% 97.22%
18.11.2024 10.58% 0.09 CHF 0.10 CHF 875'000 450'000 811'700 409'626 72'638 CHF 40'751 CHF 99.33% 99.33%
15.11.2024 10.53% 0.09 CHF 0.10 CHF 775'000 400'000 809'598 411'646 72'854 CHF 41'160 CHF 99.44% 99.44%
14.11.2024 11.11% 0.09 CHF 0.10 CHF 900'000 450'000 889'275 450'386 75'633 CHF 42'809 CHF 99.20% 99.20%
13.11.2024 10.92% 0.08 CHF 0.09 CHF 975'000 500'000 765'228 389'937 65'869 CHF 37'451 CHF 97.87% 97.87%
12.11.2024 10.53% 0.09 CHF 0.10 CHF 400'000 200'000 400'202 205'849 36'018 CHF 20'584 CHF 98.88% 98.88%
11.11.2024 9.77% 0.10 CHF 0.11 CHF 388'000 388'000 373'029 328'664 36'345 CHF 35'576 CHF 99.21% 99.21%
08.11.2024 9.52% 0.10 CHF 0.11 CHF 338'000 338'000 352'334 352'323 35'262 CHF 38'784 CHF 99.32% 99.32%
07.11.2024 8.30% 0.11 CHF 0.12 CHF 313'000 313'000 306'993 306'992 35'496 CHF 38'566 CHF 99.07% 99.07%

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