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 9.76% 0.11 CHF 0.12 CHF 460'000 50'000 490'815 30'094 48'009 CHF 3'325 CHF 93.90% 93.90%
19.11.2024 11.23% 0.08 CHF 0.09 CHF 500'000 50'000 500'000 29'801 42'178 CHF 2'805 CHF 99.64% 99.64%
18.11.2024 9.85% 0.08 CHF 0.09 CHF 500'000 50'000 484'225 32'126 47'317 CHF 3'334 CHF 67.11% 67.11%
15.11.2024 7.17% 0.12 CHF 0.13 CHF 420'000 50'000 375'303 29'798 50'477 CHF 4'232 CHF 99.65% 99.65%
14.11.2024 4.90% 0.17 CHF 0.18 CHF 300'000 50'000 253'257 27'880 50'399 CHF 5'720 CHF 91.51% 91.51%
13.11.2024 4.52% 0.23 CHF 0.24 CHF 220'000 50'000 224'195 30'382 50'224 CHF 7'158 CHF 91.61% 91.61%
12.11.2024 4.35% 0.21 CHF 0.22 CHF 240'000 50'000 224'659 29'258 50'475 CHF 6'818 CHF 87.53% 87.53%
11.11.2024 3.99% 0.27 CHF 0.28 CHF 190'000 50'000 205'669 28'858 50'472 CHF 7'476 CHF 97.28% 97.28%
08.11.2024 5.54% 0.22 CHF 0.23 CHF 230'000 50'000 290'082 29'888 50'893 CHF 5'710 CHF 98.61% 98.61%
07.11.2024 7.47% 0.14 CHF 0.15 CHF 360'000 50'000 392'777 29'936 50'644 CHF 4'183 CHF 97.61% 97.61%

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