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 13.17% 0.08 CHF 0.09 CHF 675'000 350'000 713'167 368'922 50'596 CHF 29'864 CHF 99.81% 99.81%
19.11.2024 11.20% 0.08 CHF 0.09 CHF 600'000 300'000 603'159 303'159 50'834 CHF 28'577 CHF 99.71% 99.71%
18.11.2024 11.76% 0.08 CHF 0.09 CHF 625'000 325'000 621'739 324'348 49'748 CHF 29'196 CHF 99.69% 99.69%
15.11.2024 12.14% 0.09 CHF 0.10 CHF 625'000 325'000 650'233 337'616 50'327 CHF 29'508 CHF 99.80% 99.80%
14.11.2024 12.13% 0.08 CHF 0.09 CHF 675'000 350'000 651'093 338'046 50'396 CHF 29'547 CHF 99.80% 99.80%
13.11.2024 12.50% 0.08 CHF 0.09 CHF 675'000 350'000 674'365 349'683 50'577 CHF 29'723 CHF 99.80% 99.80%
12.11.2024 11.68% 0.08 CHF 0.09 CHF 625'000 325'000 618'007 321'084 49'824 CHF 29'091 CHF 99.49% 99.49%
11.11.2024 12.05% 0.08 CHF 0.09 CHF 625'000 325'000 640'767 333'902 49'973 CHF 29'378 CHF 99.70% 99.70%
08.11.2024 12.27% 0.08 CHF 0.09 CHF 625'000 325'000 658'084 341'542 50'354 CHF 29'550 CHF 99.81% 99.81%
07.11.2024 12.52% 0.08 CHF 0.09 CHF 675'000 350'000 674'141 350'204 50'487 CHF 29'729 CHF 95.69% 95.69%

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