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 16.67% 0.06 CHF 0.07 CHF 925'000 475'000 925'761 475'254 50'904 CHF 30'885 CHF 99.38% 99.38%
19.11.2024 16.54% 0.06 CHF 0.07 CHF 925'000 475'000 910'840 467'313 50'507 CHF 30'583 CHF 99.28% 99.28%
18.11.2024 14.29% 0.06 CHF 0.07 CHF 775'000 400'000 770'664 397'440 50'084 CHF 29'807 CHF 99.29% 99.29%
15.11.2024 12.99% 0.08 CHF 0.09 CHF 675'000 350'000 700'354 362'677 50'416 CHF 29'737 CHF 99.38% 99.38%
14.11.2024 14.17% 0.07 CHF 0.08 CHF 725'000 375'000 775'440 397'134 50'829 CHF 30'020 CHF 99.34% 99.34%
13.11.2024 13.49% 0.06 CHF 0.07 CHF 850'000 425'000 726'796 375'740 50'232 CHF 29'745 CHF 99.38% 99.38%
12.11.2024 11.57% 0.07 CHF 0.08 CHF 675'000 350'000 613'620 321'300 49'994 CHF 29'398 CHF 99.07% 99.07%
11.11.2024 9.60% 0.10 CHF 0.11 CHF 500'000 500'000 503'834 483'699 49'976 CHF 52'951 CHF 99.28% 99.28%
08.11.2024 9.45% 0.09 CHF 0.10 CHF 500'000 500'000 493'805 490'902 49'875 CHF 54'504 CHF 99.39% 99.39%
07.11.2024 8.30% 0.12 CHF 0.13 CHF 425'000 425'000 446'252 446'252 51'541 CHF 56'004 CHF 99.27% 99.27%

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