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 31.69% 0.05 CHF 0.07 CHF 225'000 75'000 225'000 75'000 12'258 CHF 5'614 CHF 100.00% 100.00%
19.11.2024 19.52% 0.05 CHF 0.06 CHF 225'000 75'000 225'000 75'000 10'703 CHF 4'329 CHF 97.59% 97.59%
18.11.2024 21.97% 0.05 CHF 0.06 CHF 225'000 75'000 191'959 63'999 9'202 CHF 3'777 CHF 99.75% 99.75%
15.11.2024 8.64% 0.07 CHF 0.08 CHF 150'000 50'000 150'000 50'000 19'445 CHF 7'038 CHF 78.43% 78.43%
14.11.2024 4.41% 0.25 CHF 0.26 CHF 150'000 50'000 150'000 50'000 36'776 CHF 12'810 CHF 99.43% 99.43%
13.11.2024 4.84% 0.25 CHF 0.26 CHF 150'000 50'000 149'454 49'818 33'552 CHF 11'735 CHF 98.88% 98.88%
12.11.2024 4.11% 0.27 CHF 0.28 CHF 150'000 50'000 150'000 50'000 38'941 CHF 13'521 CHF 87.66% 87.66%
11.11.2024 4.64% 0.24 CHF 0.25 CHF 150'000 50'000 150'000 50'000 36'496 CHF 12'742 CHF 98.45% 98.45%
08.11.2024 5.39% 0.21 CHF 0.23 CHF 150'000 50'000 150'000 50'000 29'952 CHF 10'536 CHF 100.00% 100.00%
07.11.2024 5.96% 0.21 CHF 0.22 CHF 225'000 75'000 217'016 72'384 41'618 CHF 14'676 CHF 98.36% 98.36%

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