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 900'000 300'000 900'000 300'000 9'000 CHF 6'000 CHF 99.17% 99.17%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 900'000 300'000 900'000 300'000 9'000 CHF 6'000 CHF 99.17% 99.17%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 900'000 300'000 900'000 300'000 9'000 CHF 6'000 CHF 99.22% 99.22%
15.11.2024 61.93% 0.01 CHF 0.02 CHF 900'000 300'000 900'000 300'000 10'597 CHF 6'532 CHF 99.16% 99.16%
14.11.2024 40.35% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 17'881 CHF 8'960 CHF 99.15% 99.15%
13.11.2024 59.90% 0.01 CHF 0.02 CHF 900'000 300'000 900'000 300'000 11'284 CHF 6'761 CHF 99.16% 99.16%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 18'000 CHF 9'000 CHF 99.16% 99.16%
11.11.2024 29.42% 0.03 CHF 0.04 CHF 900'000 300'000 900'000 300'000 26'328 CHF 11'776 CHF 99.17% 99.17%
08.11.2024 34.22% 0.02 CHF 0.03 CHF 900'000 300'000 900'000 300'000 22'554 CHF 10'518 CHF 99.16% 99.16%
07.11.2024 28.55% 0.03 CHF 0.04 CHF 900'000 300'000 900'000 300'000 27'027 CHF 12'009 CHF 98.19% 98.19%

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