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 12.07% 0.08 CHF 0.09 CHF 675'000 350'000 642'545 334'655 50'005 CHF 29'389 CHF 99.39% 99.39%
19.11.2024 11.66% 0.08 CHF 0.09 CHF 625'000 325'000 616'121 320'021 49'762 CHF 29'039 CHF 97.47% 97.47%
18.11.2024 11.31% 0.08 CHF 0.09 CHF 625'000 325'000 607'948 307'785 50'722 CHF 28'745 CHF 99.28% 99.28%
15.11.2024 12.04% 0.08 CHF 0.09 CHF 675'000 350'000 642'445 333'263 50'130 CHF 29'332 CHF 99.38% 99.38%
14.11.2024 10.41% 0.09 CHF 0.10 CHF 575'000 300'000 563'635 326'581 51'323 CHF 33'247 CHF 99.39% 99.39%
13.11.2024 10.39% 0.10 CHF 0.11 CHF 500'000 500'000 559'955 349'205 51'102 CHF 35'809 CHF 99.37% 99.37%
12.11.2024 11.66% 0.08 CHF 0.09 CHF 625'000 325'000 615'953 320'459 49'744 CHF 29'078 CHF 99.07% 99.07%
11.11.2024 11.44% 0.08 CHF 0.09 CHF 625'000 325'000 612'101 312'097 50'454 CHF 28'833 CHF 99.25% 99.25%
08.11.2024 11.52% 0.08 CHF 0.09 CHF 600'000 300'000 612'066 314'172 50'105 CHF 28'846 CHF 99.39% 99.39%
07.11.2024 12.12% 0.08 CHF 0.09 CHF 625'000 325'000 649'244 337'729 50'299 CHF 29'545 CHF 99.26% 99.26%

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