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 7.67% 0.13 CHF 0.14 CHF 400'000 400'000 413'045 413'045 51'833 CHF 55'963 CHF 99.38% 99.38%
19.11.2024 10.81% 0.12 CHF 0.13 CHF 475'000 475'000 591'517 359'958 52'047 CHF 36'243 CHF 99.05% 99.05%
18.11.2024 17.57% 0.06 CHF 0.07 CHF 925'000 475'000 956'151 452'278 49'755 CHF 28'243 CHF 99.26% 99.26%
15.11.2024 19.86% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 301'236 45'489 CHF 16'906 CHF 99.39% 99.39%
14.11.2024 21.95% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'891 250'000 40'322 CHF 12'655 CHF 99.34% 99.34%
13.11.2024 19.66% 0.05 CHF 0.06 CHF 1'000'000 250'000 990'990 305'291 45'586 CHF 17'335 CHF 99.36% 99.36%
12.11.2024 17.50% 0.05 CHF 0.06 CHF 1'000'000 500'000 959'614 486'538 50'084 CHF 30'271 CHF 99.05% 99.05%
11.11.2024 15.34% 0.06 CHF 0.07 CHF 925'000 475'000 839'528 423'809 50'549 CHF 29'757 CHF 99.30% 99.30%
08.11.2024 13.07% 0.07 CHF 0.08 CHF 725'000 375'000 704'557 364'421 50'408 CHF 29'718 CHF 99.38% 99.38%
07.11.2024 10.72% 0.09 CHF 0.10 CHF 600'000 300'000 579'938 336'086 51'159 CHF 33'483 CHF 99.27% 99.27%

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