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 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.36% 99.36%
18.11.2024 66.26% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'614 CHF 5'038 CHF 99.36% 99.36%
15.11.2024 49.20% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 249'921 12'414 CHF 6'636 CHF 99.34% 99.34%
14.11.2024 24.76% 0.03 CHF 0.04 CHF 750'000 250'000 659'540 219'847 23'386 CHF 9'994 CHF 99.38% 99.38%
13.11.2024 17.19% 0.04 CHF 0.05 CHF 600'000 200'000 563'708 187'857 30'414 CHF 12'014 CHF 99.03% 99.03%
12.11.2024 10.46% 0.07 CHF 0.08 CHF 450'000 150'000 449'977 150'000 41'292 CHF 15'265 CHF 99.14% 99.14%
11.11.2024 11.03% 0.11 CHF 0.12 CHF 450'000 150'000 466'932 155'651 41'587 CHF 15'420 CHF 99.13% 99.13%
08.11.2024 15.83% 0.07 CHF 0.08 CHF 450'000 150'000 566'171 191'685 33'092 CHF 13'155 CHF 99.37% 99.37%
07.11.2024 24.03% 0.04 CHF 0.05 CHF 600'000 200'000 734'464 244'821 27'242 CHF 11'529 CHF 98.56% 98.56%

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