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 17.29% 0.05 CHF 0.06 CHF 925'000 475'000 946'619 478'067 50'058 CHF 30'065 CHF 99.35% 99.35%
20.11.2024 17.11% 0.06 CHF 0.07 CHF 850'000 425'000 935'778 474'150 50'081 CHF 30'118 CHF 99.39% 99.39%
19.11.2024 12.30% 0.07 CHF 0.08 CHF 675'000 350'000 660'099 341'220 50'363 CHF 29'451 CHF 99.28% 99.28%
18.11.2024 13.92% 0.07 CHF 0.08 CHF 775'000 400'000 755'360 390'049 50'492 CHF 29'975 CHF 99.25% 99.25%
15.11.2024 13.25% 0.07 CHF 0.08 CHF 725'000 375'000 719'531 373'042 50'736 CHF 30'036 CHF 99.39% 99.39%
14.11.2024 13.73% 0.07 CHF 0.08 CHF 725'000 375'000 740'703 383'516 50'247 CHF 29'852 CHF 99.36% 99.36%
13.11.2024 13.14% 0.07 CHF 0.08 CHF 625'000 325'000 704'399 363'780 50'071 CHF 29'520 CHF 99.36% 99.36%
12.11.2024 14.18% 0.08 CHF 0.09 CHF 625'000 325'000 763'964 392'849 50'037 CHF 29'676 CHF 99.09% 99.09%
11.11.2024 15.31% 0.06 CHF 0.07 CHF 850'000 425'000 837'688 421'487 50'485 CHF 29'619 CHF 99.29% 99.29%

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