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 27.93% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'221 CHF 10'305 CHF 99.37% 99.37%
20.11.2024 14.61% 0.06 CHF 0.07 CHF 925'000 475'000 790'955 407'898 50'163 CHF 29'956 CHF 99.38% 99.38%
19.11.2024 14.34% 0.06 CHF 0.07 CHF 850'000 425'000 779'009 398'672 50'374 CHF 29'793 CHF 99.26% 99.26%
18.11.2024 12.21% 0.08 CHF 0.09 CHF 625'000 325'000 654'057 339'753 50'310 CHF 29'531 CHF 99.30% 99.30%
15.11.2024 12.73% 0.07 CHF 0.08 CHF 725'000 375'000 683'439 355'189 50'289 CHF 29'690 CHF 99.39% 99.39%
14.11.2024 12.66% 0.08 CHF 0.09 CHF 675'000 350'000 679'898 353'341 50'290 CHF 29'671 CHF 99.35% 99.35%
13.11.2024 13.01% 0.07 CHF 0.08 CHF 725'000 375'000 701'114 363'916 50'370 CHF 29'789 CHF 99.38% 99.38%
12.11.2024 12.87% 0.07 CHF 0.08 CHF 775'000 400'000 691'394 358'626 50'250 CHF 29'653 CHF 99.08% 99.08%
11.11.2024 10.94% 0.09 CHF 0.10 CHF 600'000 300'000 592'326 307'034 51'206 CHF 29'653 CHF 99.23% 99.23%
08.11.2024 14.43% 0.07 CHF 0.08 CHF 725'000 375'000 785'580 401'367 50'496 CHF 29'832 CHF 99.38% 99.38%

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