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 133.33% 0.01 CHF 0.05 CHF 500'000 20'000 500'000 7'472 5'000 CHF 374 CHF 99.55% 99.55%
19.11.2024 133.80% 0.01 CHF 0.05 CHF 500'000 20'000 500'000 7'471 4'964 CHF 374 CHF 99.57% 99.57%
18.11.2024 143.64% 0.01 CHF 0.05 CHF 500'000 20'000 500'000 7'513 4'212 CHF 376 CHF 98.45% 98.45%
15.11.2024 138.56% 0.01 CHF 0.05 CHF 500'000 20'000 500'000 7'472 4'600 CHF 374 CHF 99.58% 99.58%
14.11.2024 179.82% 0.01 CHF 0.05 CHF 500'000 20'000 500'000 7'472 1'444 CHF 374 CHF 99.58% 99.58%
13.11.2024 133.84% 0.01 CHF 0.05 CHF 500'000 20'000 496'071 7'780 4'957 CHF 389 CHF 90.80% 90.80%
12.11.2024 133.33% 0.01 CHF 0.05 CHF 500'000 20'000 499'999 7'477 5'000 CHF 374 CHF 99.45% 99.45%
11.11.2024 105.51% 0.01 CHF 0.05 CHF 500'000 20'000 499'999 7'516 7'922 CHF 376 CHF 98.36% 98.36%
08.11.2024 74.48% 0.02 CHF 0.05 CHF 500'000 20'000 500'000 7'473 11'573 CHF 374 CHF 99.57% 99.57%
07.11.2024 85.71% 0.02 CHF 0.05 CHF 500'000 20'000 500'000 20'000 10'000 CHF 1'000 CHF 0.09% 0.09%

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