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 10.61% 0.09 CHF 0.10 CHF 600'000 300'000 577'187 302'065 51'516 CHF 29'988 CHF 99.38% 99.38%
19.11.2024 10.42% 0.09 CHF 0.10 CHF 575'000 300'000 560'287 362'923 50'931 CHF 37'214 CHF 99.30% 99.30%
18.11.2024 13.07% 0.08 CHF 0.09 CHF 675'000 350'000 705'558 365'956 50'483 CHF 29'845 CHF 99.30% 99.30%
15.11.2024 13.95% 0.07 CHF 0.08 CHF 775'000 400'000 759'947 390'004 50'679 CHF 29'929 CHF 99.39% 99.39%
14.11.2024 12.25% 0.08 CHF 0.09 CHF 675'000 350'000 661'582 342'117 50'749 CHF 29'661 CHF 99.35% 99.35%
13.11.2024 12.62% 0.09 CHF 0.10 CHF 575'000 300'000 682'033 353'331 50'632 CHF 29'759 CHF 99.36% 99.36%
12.11.2024 16.00% 0.07 CHF 0.08 CHF 850'000 425'000 886'644 445'224 51'023 CHF 30'076 CHF 99.09% 99.09%
11.11.2024 21.40% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'015 250'000 41'644 CHF 12'961 CHF 99.28% 99.28%
08.11.2024 20.81% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 255'296 43'457 CHF 13'662 CHF 99.39% 99.39%
07.11.2024 24.73% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'038 256'636 35'637 CHF 11'810 CHF 99.27% 99.27%

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