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 65.39% 0.01 CHF 0.02 CHF 250'000 150'000 250'000 150'000 2'619 CHF 3'072 CHF 99.38% 99.38%
19.11.2024 62.15% 0.01 CHF 0.02 CHF 250'000 150'000 250'000 146'224 2'923 CHF 3'141 CHF 99.38% 99.38%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 250'000 150'000 250'000 131'839 5'000 CHF 3'955 CHF 99.38% 99.38%
15.11.2024 27.64% 0.03 CHF 0.04 CHF 250'000 100'000 250'000 100'036 7'869 CHF 4'149 CHF 99.36% 99.36%
14.11.2024 25.61% 0.04 CHF 0.05 CHF 250'000 75'000 250'000 99'461 8'667 CHF 4'440 CHF 99.38% 99.38%
13.11.2024 28.63% 0.03 CHF 0.04 CHF 250'000 100'000 250'000 103'620 7'487 CHF 4'137 CHF 99.38% 99.38%
12.11.2024 28.41% 0.03 CHF 0.04 CHF 250'000 100'000 250'000 104'308 7'563 CHF 4'197 CHF 99.15% 99.15%
11.11.2024 22.04% 0.04 CHF 0.05 CHF 250'000 100'000 250'000 84'112 10'115 CHF 4'240 CHF 99.38% 99.38%
08.11.2024 21.49% 0.04 CHF 0.05 CHF 250'000 75'000 250'000 94'081 10'455 CHF 4'840 CHF 99.37% 99.37%
07.11.2024 17.15% 0.05 CHF 0.06 CHF 250'000 75'000 250'000 75'000 13'418 CHF 4'775 CHF 96.22% 96.22%

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