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 27.49% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'961 CHF 10'490 CHF 99.37% 99.37%
20.11.2024 12.58% 0.07 CHF 0.08 CHF 775'000 400'000 673'621 349'868 50'174 CHF 29'558 CHF 99.38% 99.38%
19.11.2024 12.15% 0.07 CHF 0.08 CHF 725'000 375'000 649'215 339'072 50'157 CHF 29'612 CHF 99.27% 99.27%
18.11.2024 9.82% 0.10 CHF 0.11 CHF 500'000 500'000 523'145 433'486 50'634 CHF 46'828 CHF 99.30% 99.30%
15.11.2024 10.30% 0.09 CHF 0.10 CHF 600'000 300'000 552'547 361'235 50'882 CHF 37'331 CHF 99.38% 99.38%
14.11.2024 9.94% 0.09 CHF 0.10 CHF 500'000 500'000 526'957 422'123 50'351 CHF 45'030 CHF 99.34% 99.34%
13.11.2024 10.46% 0.09 CHF 0.10 CHF 600'000 300'000 565'228 338'261 51'196 CHF 34'332 CHF 99.36% 99.36%
12.11.2024 10.24% 0.09 CHF 0.10 CHF 600'000 300'000 551'044 363'180 51'030 CHF 37'991 CHF 99.08% 99.08%
11.11.2024 8.28% 0.12 CHF 0.13 CHF 475'000 475'000 447'694 442'500 51'824 CHF 55'678 CHF 99.25% 99.25%
08.11.2024 11.75% 0.08 CHF 0.09 CHF 600'000 300'000 630'547 322'959 50'508 CHF 29'080 CHF 99.38% 99.38%

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