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 62.09% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 8'787 CHF 5'429 CHF 99.17% 99.17%
19.11.2024 60.40% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 9'262 CHF 5'587 CHF 99.16% 99.16%
18.11.2024 43.99% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 13'877 CHF 7'126 CHF 99.23% 99.23%
15.11.2024 23.89% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 28'136 CHF 11'879 CHF 99.17% 99.17%
14.11.2024 13.92% 0.06 CHF 0.07 CHF 750'000 250'000 750'000 250'000 50'757 CHF 19'419 CHF 99.16% 99.16%
13.11.2024 12.13% 0.08 CHF 0.09 CHF 750'000 250'000 740'831 246'944 57'537 CHF 21'649 CHF 99.16% 99.16%
12.11.2024 8.54% 0.09 CHF 0.10 CHF 600'000 200'000 600'000 200'000 67'497 CHF 24'499 CHF 99.16% 99.16%
11.11.2024 7.29% 0.12 CHF 0.13 CHF 600'000 200'000 505'114 168'371 66'540 CHF 23'864 CHF 99.17% 99.17%
08.11.2024 8.08% 0.12 CHF 0.13 CHF 600'000 200'000 597'638 199'213 71'125 CHF 25'700 CHF 99.17% 99.17%
07.11.2024 8.06% 0.12 CHF 0.13 CHF 600'000 200'000 600'000 200'000 71'709 CHF 25'903 CHF 98.27% 98.27%

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