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 34.13% 0.06 CHF 0.08 CHF 500'000 50'000 500'000 30'432 33'645 CHF 2'822 CHF 99.67% 99.67%
19.11.2024 35.20% 0.06 CHF 0.08 CHF 500'000 50'000 500'000 30'432 32'636 CHF 2'799 CHF 99.68% 99.68%
18.11.2024 39.95% 0.08 CHF 0.10 CHF 500'000 50'000 500'000 30'443 28'861 CHF 2'664 CHF 99.48% 99.48%
15.11.2024 37.51% 0.06 CHF 0.08 CHF 500'000 50'000 500'000 30'432 30'017 CHF 2'633 CHF 99.67% 99.67%
14.11.2024 27.06% 0.08 CHF 0.10 CHF 500'000 50'000 500'000 30'426 44'316 CHF 3'485 CHF 99.64% 99.64%
13.11.2024 22.28% 0.10 CHF 0.12 CHF 500'000 50'000 448'976 30'387 50'157 CHF 4'199 CHF 97.52% 97.52%
12.11.2024 17.48% 0.13 CHF 0.15 CHF 390'000 50'000 350'167 30'453 50'736 CHF 5'224 CHF 99.29% 99.29%
11.11.2024 16.03% 0.16 CHF 0.18 CHF 320'000 50'000 320'465 30'432 50'969 CHF 5'649 CHF 99.67% 99.67%
08.11.2024 13.37% 0.19 CHF 0.21 CHF 270'000 50'000 261'702 30'432 50'713 CHF 6'719 CHF 99.67% 99.67%
07.11.2024 15.61% 0.18 CHF 0.20 CHF 280'000 50'000 309'127 30'432 51'097 CHF 5'972 CHF 99.67% 99.67%

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