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 10.98% 0.17 CHF 0.19 CHF 314'303 25'000 284'879 25'000 49'217 CHF 4'827 CHF 59.10% 59.10%
19.11.2024 12.63% 0.17 CHF 0.19 CHF 300'000 25'000 294'301 25'000 48'848 CHF 4'714 CHF 76.97% 76.97%
18.11.2024 16.97% 0.17 CHF 0.19 CHF 301'973 25'000 288'600 23'413 48'422 CHF 4'644 CHF 69.48% 69.48%
15.11.2024 10.71% 0.20 CHF 0.22 CHF 250'000 25'000 266'659 25'000 50'721 CHF 5'300 CHF 43.19% 43.19%
14.11.2024 10.92% 0.19 CHF 0.21 CHF 269'717 25'000 249'600 25'000 50'288 CHF 5'626 CHF 99.52% 99.52%
13.11.2024 8.76% 0.21 CHF 0.23 CHF 240'000 25'000 220'483 24'941 50'463 CHF 6'246 CHF 99.32% 99.32%
12.11.2024 9.06% 0.23 CHF 0.25 CHF 220'000 25'000 196'633 25'000 51'136 CHF 7'139 CHF 100.00% 100.00%
11.11.2024 7.69% 0.30 CHF 0.32 CHF 170'000 25'000 177'463 25'000 51'410 CHF 7'826 CHF 100.00% 100.00%
08.11.2024 7.18% 0.28 CHF 0.31 CHF 180'000 25'000 182'060 25'000 51'635 CHF 7'623 CHF 100.00% 100.00%
07.11.2024 6.78% 0.30 CHF 0.32 CHF 170'000 25'000 171'786 24'769 51'999 CHF 8'027 CHF 98.53% 98.53%

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