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 16.02% 0.06 CHF 0.07 CHF 850'000 425'000 876'855 442'858 50'430 CHF 29'888 CHF 99.39% 99.39%
19.11.2024 13.12% 0.07 CHF 0.08 CHF 775'000 400'000 708'549 367'418 50'452 CHF 29'847 CHF 99.24% 99.24%
18.11.2024 14.53% 0.06 CHF 0.07 CHF 850'000 425'000 788'481 404'603 50'318 CHF 29'881 CHF 99.28% 99.28%
15.11.2024 14.34% 0.07 CHF 0.08 CHF 775'000 400'000 778'991 399'185 50'407 CHF 29'837 CHF 99.38% 99.38%
14.11.2024 11.86% 0.08 CHF 0.09 CHF 675'000 350'000 635'720 328'678 50'431 CHF 29'356 CHF 99.35% 99.35%
13.11.2024 13.98% 0.07 CHF 0.08 CHF 725'000 375'000 759'716 390'251 50'556 CHF 29'886 CHF 99.39% 99.39%
12.11.2024 13.23% 0.07 CHF 0.08 CHF 725'000 375'000 716'165 371'642 50'590 CHF 29'969 CHF 99.05% 99.05%
11.11.2024 13.45% 0.07 CHF 0.08 CHF 725'000 375'000 723'932 375'248 50'203 CHF 29'775 CHF 99.22% 99.22%
08.11.2024 10.64% 0.08 CHF 0.09 CHF 625'000 325'000 577'899 312'244 51'433 CHF 31'033 CHF 99.39% 99.39%
07.11.2024 8.53% 0.10 CHF 0.11 CHF 475'000 475'000 453'349 453'348 50'937 CHF 55'471 CHF 99.27% 99.27%

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