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 15.36% 0.13 CHF 0.14 CHF 390'000 50'000 339'032 25'333 50'690 CHF 4'274 CHF 99.68% 99.68%
19.11.2024 18.27% 0.15 CHF 0.16 CHF 340'000 50'000 400'494 25'335 50'517 CHF 3'796 CHF 99.66% 99.66%
18.11.2024 17.71% 0.14 CHF 0.15 CHF 360'000 50'000 384'574 25'332 50'591 CHF 3'981 CHF 99.66% 99.66%
15.11.2024 10.57% 0.16 CHF 0.17 CHF 320'000 50'000 280'457 29'340 50'960 CHF 5'501 CHF 56.35% 56.35%
14.11.2024 8.14% 0.29 CHF 0.30 CHF 180'000 25'000 173'090 20'005 51'310 CHF 6'414 CHF 99.66% 99.66%
13.11.2024 9.44% 0.27 CHF 0.28 CHF 190'000 50'000 200'074 25'788 50'951 CHF 7'133 CHF 96.80% 96.80%
12.11.2024 9.47% 0.26 CHF 0.27 CHF 200'000 50'000 199'155 25'331 51'006 CHF 7'098 CHF 99.68% 99.68%
11.11.2024 8.13% 0.28 CHF 0.29 CHF 180'000 25'000 172'691 20'290 51'268 CHF 6'518 CHF 96.92% 96.92%
08.11.2024 7.37% 0.31 CHF 0.32 CHF 160'000 25'000 158'372 20'025 52'234 CHF 7'082 CHF 99.66% 99.66%
07.11.2024 7.22% 0.35 CHF 0.36 CHF 150'000 25'000 150'286 20'021 50'959 CHF 7'287 CHF 99.68% 99.68%

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