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
19.12.2024 82.35% 0.01 CHF 0.02 CHF 100'000 100'000 100'000 100'000 1'000 CHF 2'400 CHF 4.57% 94.76%
18.12.2024 85.71% 0.01 CHF 0.03 CHF 200'000 200'000 200'000 200'000 2'000 CHF 5'000 CHF 0.92% 94.24%
17.12.2024 82.35% 0.01 CHF 0.02 CHF 200'000 200'000 200'000 200'000 2'000 CHF 4'800 CHF 16.64% 96.04%
16.12.2024 - 0.01 CHF 0.03 CHF 200'000 200'000 0 0 0 CHF 0 CHF 0.00% 98.87%
13.12.2024 82.35% 0.01 CHF 0.02 CHF 200'000 200'000 200'000 200'000 2'000 CHF 4'800 CHF 94.52% 99.79%
12.12.2024 82.35% 0.01 CHF 0.02 CHF 200'000 200'000 192'640 192'640 1'926 CHF 4'623 CHF 81.82% 96.77%
11.12.2024 82.35% 0.01 CHF 0.02 CHF 200'000 200'000 200'000 200'000 2'000 CHF 4'800 CHF 65.66% 99.24%
10.12.2024 90.08% 0.01 CHF 0.03 CHF 200'000 200'000 200'000 200'000 2'000 CHF 5'306 CHF 78.49% 100.00%
09.12.2024 100.00% 0.01 CHF 0.03 CHF 200'000 200'000 200'000 200'000 2'000 CHF 6'000 CHF 100.00% 100.00%
06.12.2024 100.00% 0.01 CHF 0.03 CHF 200'000 200'000 200'000 200'000 2'000 CHF 6'000 CHF 86.53% 86.53%

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