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 750'000 125'000 750'000 125'000 7'500 CHF 2'500 CHF 99.17% 99.17%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 125'000 750'000 125'000 7'500 CHF 2'500 CHF 99.16% 99.16%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 125'000 750'000 125'000 7'500 CHF 2'500 CHF 99.23% 99.23%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 125'000 750'000 125'000 7'500 CHF 2'500 CHF 99.17% 99.17%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 125'000 750'000 125'000 7'500 CHF 2'500 CHF 99.16% 99.16%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 125'000 750'000 125'000 7'500 CHF 2'500 CHF 99.17% 99.17%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 125'000 750'000 125'000 7'500 CHF 2'500 CHF 99.16% 99.16%
11.11.2024 52.42% 0.01 CHF 0.02 CHF 750'000 125'000 750'000 125'000 12'162 CHF 3'277 CHF 99.17% 99.17%
08.11.2024 24.01% 0.03 CHF 0.04 CHF 750'000 125'000 750'000 125'000 28'764 CHF 6'044 CHF 99.17% 99.17%
07.11.2024 20.17% 0.04 CHF 0.05 CHF 750'000 125'000 750'000 125'000 33'853 CHF 6'892 CHF 98.27% 98.27%

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