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
22.11.2024 5.31% 0.18 CHF 0.19 CHF 300'000 50'000 300'000 50'000 54'992 CHF 9'665 CHF 99.16% 99.16%
20.11.2024 4.50% 0.22 CHF 0.23 CHF 300'000 50'000 300'000 93'296 65'406 CHF 21'189 CHF 99.17% 99.17%
19.11.2024 3.95% 0.26 CHF 0.27 CHF 300'000 100'000 256'504 85'501 63'646 CHF 22'070 CHF 99.17% 99.17%
18.11.2024 6.14% 0.17 CHF 0.18 CHF 300'000 100'000 351'933 117'311 55'332 CHF 19'617 CHF 99.23% 99.23%
15.11.2024 9.52% 0.11 CHF 0.12 CHF 450'000 150'000 525'001 175'000 52'367 CHF 19'206 CHF 99.17% 99.17%
14.11.2024 11.76% 0.08 CHF 0.09 CHF 600'000 200'000 600'000 200'000 48'005 CHF 18'002 CHF 99.16% 99.16%
13.11.2024 11.81% 0.08 CHF 0.09 CHF 600'000 200'000 600'000 200'000 47'808 CHF 17'936 CHF 99.16% 99.16%
12.11.2024 11.93% 0.08 CHF 0.09 CHF 600'000 200'000 613'064 204'355 48'292 CHF 18'141 CHF 99.17% 99.17%
11.11.2024 11.94% 0.08 CHF 0.09 CHF 600'000 200'000 612'681 204'227 48'226 CHF 18'118 CHF 99.17% 99.17%
08.11.2024 13.28% 0.08 CHF 0.09 CHF 600'000 200'000 746'373 248'791 52'485 CHF 19'983 CHF 99.17% 99.17%

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