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 18.04% 0.05 CHF 0.06 CHF 1'000'000 500'000 985'979 487'526 49'743 CHF 29'497 CHF 99.39% 99.39%
19.11.2024 19.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 995'317 311'326 45'742 CHF 17'670 CHF 99.26% 99.26%
18.11.2024 14.67% 0.06 CHF 0.07 CHF 775'000 400'000 798'407 407'584 50'415 CHF 29'829 CHF 99.31% 99.31%
15.11.2024 12.42% 0.07 CHF 0.08 CHF 725'000 375'000 665'040 345'530 50'255 CHF 29'567 CHF 99.39% 99.39%
14.11.2024 11.74% 0.09 CHF 0.10 CHF 600'000 300'000 633'364 324'481 50'770 CHF 29'276 CHF 99.35% 99.35%
13.11.2024 11.83% 0.08 CHF 0.09 CHF 725'000 375'000 637'599 328'664 50'718 CHF 29'424 CHF 99.38% 99.38%
12.11.2024 9.47% 0.09 CHF 0.10 CHF 575'000 300'000 507'221 420'909 51'095 CHF 47'603 CHF 99.06% 99.06%
11.11.2024 8.86% 0.10 CHF 0.11 CHF 475'000 475'000 478'379 475'498 51'627 CHF 56'123 CHF 99.28% 99.28%
08.11.2024 7.13% 0.13 CHF 0.14 CHF 375'000 375'000 383'505 383'505 51'860 CHF 55'695 CHF 99.39% 99.39%
07.11.2024 3.55% 0.23 CHF 0.24 CHF 200'000 200'000 188'598 188'598 52'336 CHF 54'222 CHF 99.25% 99.25%

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