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 19.39% 0.06 CHF 0.07 CHF 925'000 475'000 988'685 303'976 46'194 CHF 17'588 CHF 99.45% 99.45%
19.11.2024 19.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 985'165 353'093 46'603 CHF 20'540 CHF 98.35% 98.35%
18.11.2024 16.82% 0.05 CHF 0.06 CHF 925'000 475'000 923'059 471'935 50'319 CHF 30'447 CHF 99.33% 99.33%
15.11.2024 15.27% 0.06 CHF 0.07 CHF 850'000 425'000 844'004 423'701 51'107 CHF 29'899 CHF 98.92% 98.92%
14.11.2024 16.72% 0.06 CHF 0.07 CHF 1'000'000 500'000 921'644 473'209 50'503 CHF 30'665 CHF 98.76% 98.76%
13.11.2024 16.59% 0.06 CHF 0.07 CHF 850'000 425'000 816'031 415'150 45'172 CHF 27'133 CHF 99.08% 99.08%
12.11.2024 16.42% 0.06 CHF 0.07 CHF 463'000 238'000 456'031 233'083 25'501 CHF 15'361 CHF 99.09% 99.09%
11.11.2024 16.66% 0.06 CHF 0.07 CHF 500'000 250'000 462'311 236'013 25'441 CHF 15'348 CHF 99.30% 99.30%
08.11.2024 13.73% 0.06 CHF 0.07 CHF 425'000 213'000 372'707 191'920 25'288 CHF 14'950 CHF 99.41% 99.41%
07.11.2024 13.21% 0.08 CHF 0.09 CHF 338'000 175'000 358'181 185'513 25'325 CHF 14'972 CHF 99.21% 99.21%

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