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 11.64% 0.09 CHF 0.10 CHF 575'000 300'000 624'084 322'869 50'499 CHF 29'351 CHF 99.38% 99.38%
19.11.2024 11.75% 0.09 CHF 0.10 CHF 600'000 300'000 630'550 326'728 50'516 CHF 29'434 CHF 99.28% 99.28%
18.11.2024 13.54% 0.07 CHF 0.08 CHF 775'000 400'000 732'425 379'306 50'445 CHF 29'919 CHF 99.25% 99.25%
15.11.2024 14.75% 0.07 CHF 0.08 CHF 775'000 400'000 806'321 408'780 50'617 CHF 29'769 CHF 99.39% 99.39%
14.11.2024 12.44% 0.08 CHF 0.09 CHF 675'000 350'000 665'445 346'328 50'167 CHF 29'570 CHF 99.36% 99.36%
13.11.2024 12.63% 0.08 CHF 0.09 CHF 625'000 325'000 678'788 352'949 50'349 CHF 29'713 CHF 99.39% 99.39%
12.11.2024 14.19% 0.08 CHF 0.09 CHF 725'000 375'000 769'577 398'130 50'407 CHF 30'060 CHF 99.08% 99.08%
11.11.2024 15.95% 0.06 CHF 0.07 CHF 925'000 475'000 883'992 449'061 51'011 CHF 30'395 CHF 99.24% 99.24%
08.11.2024 15.38% 0.06 CHF 0.07 CHF 850'000 425'000 847'323 425'240 50'859 CHF 29'777 CHF 99.39% 99.39%
07.11.2024 13.79% 0.07 CHF 0.08 CHF 775'000 400'000 743'454 384'971 50'209 CHF 29'849 CHF 99.27% 99.27%

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