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 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 60'000 CHF 99.44% 99.44%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'999'970 2'999'970 30'000 CHF 60'000 CHF 98.77% 98.77%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 60'000 CHF 98.77% 98.77%
15.11.2024 59.87% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 56'179 CHF 100.00% 100.00%
14.11.2024 40.00% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 45'000 CHF 100.00% 100.00%
13.11.2024 52.64% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 52'112 CHF 100.00% 100.00%
12.11.2024 64.20% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 58'610 CHF 99.81% 99.81%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 60'000 CHF 99.73% 99.73%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 60'000 CHF 100.00% 100.00%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 60'000 CHF 99.96% 99.96%

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