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 28.50% 0.05 CHF 0.06 CHF 500'000 20'000 500'000 7'472 19'592 CHF 407 CHF 99.56% 99.56%
19.11.2024 36.27% 0.04 CHF 0.05 CHF 500'000 20'000 500'000 7'471 17'471 CHF 374 CHF 99.57% 99.57%
18.11.2024 70.64% 0.02 CHF 0.05 CHF 500'000 20'000 500'000 7'513 12'110 CHF 376 CHF 98.45% 98.45%
15.11.2024 80.87% 0.02 CHF 0.05 CHF 500'000 20'000 500'000 7'473 10'678 CHF 374 CHF 99.59% 99.59%
14.11.2024 90.92% 0.03 CHF 0.05 CHF 500'000 20'000 500'000 7'472 9'639 CHF 374 CHF 99.59% 99.59%
13.11.2024 33.59% 0.02 CHF 0.05 CHF 500'000 20'000 496'261 7'598 17'985 CHF 380 CHF 95.42% 95.42%
12.11.2024 59.60% 0.03 CHF 0.05 CHF 500'000 20'000 499'998 7'477 13'656 CHF 374 CHF 99.45% 99.45%
11.11.2024 14.71% 0.04 CHF 0.05 CHF 500'000 20'000 499'999 7'516 33'342 CHF 500 CHF 98.36% 98.36%
08.11.2024 10.69% 0.09 CHF 0.10 CHF 500'000 20'000 500'000 7'474 44'481 CHF 745 CHF 99.57% 99.57%
07.11.2024 9.52% 0.10 CHF 0.11 CHF 500'000 20'000 500'000 20'000 50'000 CHF 2'200 CHF 0.09% 0.09%

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