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 7.50% 0.13 CHF 0.14 CHF 400'000 400'000 402'146 402'146 51'672 CHF 55'693 CHF 99.38% 99.38%
19.11.2024 8.02% 0.12 CHF 0.13 CHF 400'000 400'000 427'349 426'926 51'162 CHF 55'389 CHF 99.30% 99.30%
18.11.2024 10.38% 0.09 CHF 0.10 CHF 600'000 300'000 564'047 335'674 51'517 CHF 34'252 CHF 99.28% 99.28%
15.11.2024 9.80% 0.09 CHF 0.10 CHF 575'000 300'000 521'806 432'455 50'621 CHF 46'845 CHF 99.38% 99.38%
14.11.2024 9.64% 0.09 CHF 0.10 CHF 575'000 300'000 510'946 464'855 50'423 CHF 50'873 CHF 99.35% 99.35%
13.11.2024 10.11% 0.11 CHF 0.12 CHF 475'000 475'000 541'731 387'574 50'868 CHF 41'123 CHF 99.38% 99.38%
12.11.2024 12.46% 0.09 CHF 0.10 CHF 600'000 300'000 671'588 347'489 50'500 CHF 29'606 CHF 99.07% 99.07%
11.11.2024 13.52% 0.08 CHF 0.09 CHF 675'000 350'000 733'726 379'363 50'603 CHF 29'960 CHF 99.29% 99.29%
08.11.2024 12.95% 0.08 CHF 0.09 CHF 675'000 350'000 696'587 361'710 50'346 CHF 29'759 CHF 99.39% 99.39%
07.11.2024 13.71% 0.07 CHF 0.08 CHF 725'000 375'000 741'626 382'915 50'382 CHF 29'841 CHF 99.27% 99.27%

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