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
22.11.2024 10.91% 0.09 CHF 0.10 CHF 600'000 300'000 594'931 313'341 51'569 CHF 30'351 CHF 99.36% 99.36%
20.11.2024 11.19% 0.09 CHF 0.10 CHF 625'000 325'000 601'368 307'407 50'758 CHF 29'018 CHF 99.37% 99.37%
19.11.2024 11.45% 0.08 CHF 0.09 CHF 625'000 325'000 615'621 316'742 50'722 CHF 29'256 CHF 98.57% 98.57%
18.11.2024 14.30% 0.07 CHF 0.08 CHF 775'000 400'000 782'924 401'130 50'861 CHF 30'084 CHF 99.28% 99.28%
15.11.2024 12.79% 0.07 CHF 0.08 CHF 725'000 375'000 684'959 359'426 50'141 CHF 29'962 CHF 99.38% 99.38%
14.11.2024 9.05% 0.10 CHF 0.11 CHF 500'000 500'000 483'197 483'197 51'047 CHF 55'879 CHF 99.34% 99.34%
13.11.2024 9.57% 0.11 CHF 0.12 CHF 475'000 475'000 507'836 456'700 50'566 CHF 50'496 CHF 99.37% 99.37%
12.11.2024 10.39% 0.10 CHF 0.11 CHF 500'000 500'000 561'481 341'466 51'213 CHF 34'921 CHF 99.08% 99.08%
11.11.2024 11.87% 0.08 CHF 0.09 CHF 675'000 350'000 626'261 322'172 49'642 CHF 28'745 CHF 99.29% 99.29%

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