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 11.44% 0.08 CHF 0.09 CHF 600'000 300'000 612'109 312'566 50'486 CHF 28'895 CHF 99.42% 99.42%
19.11.2024 10.69% 0.08 CHF 0.09 CHF 600'000 300'000 561'153 356'147 49'819 CHF 35'832 CHF 99.32% 99.32%
18.11.2024 13.82% 0.08 CHF 0.09 CHF 725'000 375'000 746'506 385'826 50'242 CHF 29'854 CHF 99.30% 99.30%
15.11.2024 16.90% 0.06 CHF 0.07 CHF 850'000 425'000 936'087 475'390 50'727 CHF 30'521 CHF 99.46% 99.46%
14.11.2024 17.63% 0.06 CHF 0.07 CHF 925'000 475'000 970'721 484'347 50'276 CHF 29'962 CHF 99.45% 99.45%
13.11.2024 13.73% 0.07 CHF 0.08 CHF 850'000 425'000 650'134 336'683 44'144 CHF 26'235 CHF 98.83% 98.83%
12.11.2024 14.57% 0.07 CHF 0.08 CHF 425'000 213'000 393'498 202'138 25'019 CHF 14'886 CHF 98.93% 98.93%
11.11.2024 8.66% 0.08 CHF 0.09 CHF 313'000 163'000 229'763 199'598 25'445 CHF 24'870 CHF 99.33% 99.33%
08.11.2024 6.91% 0.14 CHF 0.15 CHF 188'000 188'000 188'196 188'196 26'298 CHF 28'180 CHF 99.49% 99.49%
07.11.2024 7.24% 0.14 CHF 0.15 CHF 188'000 188'000 195'938 195'937 26'102 CHF 28'062 CHF 99.27% 99.27%

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