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 39.28% 0.04 CHF 0.05 CHF 500'000 50'000 500'000 50'000 14'263 CHF 2'085 CHF 72.58% 72.58%
19.11.2024 34.35% 0.03 CHF 0.04 CHF 500'000 50'000 500'000 50'000 14'241 CHF 2'000 CHF 95.59% 95.59%
18.11.2024 36.22% 0.04 CHF 0.05 CHF 500'000 50'000 500'000 44'465 14'900 CHF 1'874 CHF 99.64% 99.64%
15.11.2024 29.14% 0.03 CHF 0.05 CHF 500'000 50'000 499'231 50'000 19'737 CHF 2'652 CHF 99.59% 99.59%
14.11.2024 22.31% 0.06 CHF 0.07 CHF 442'631 50'000 419'360 50'000 24'758 CHF 3'700 CHF 99.44% 99.44%
13.11.2024 24.27% 0.06 CHF 0.08 CHF 420'073 50'000 404'205 49'557 25'079 CHF 3'921 CHF 98.88% 98.88%
12.11.2024 14.64% 0.07 CHF 0.09 CHF 358'930 50'000 335'844 50'000 26'993 CHF 4'658 CHF 100.00% 100.00%
11.11.2024 12.97% 0.09 CHF 0.10 CHF 317'062 50'000 306'669 50'000 28'948 CHF 5'378 CHF 100.00% 100.00%
08.11.2024 17.40% 0.08 CHF 0.10 CHF 320'394 50'000 324'874 50'000 26'623 CHF 4'884 CHF 100.00% 100.00%
07.11.2024 17.11% 0.08 CHF 0.10 CHF 321'119 50'000 331'688 48'703 27'423 CHF 4'783 CHF 99.06% 99.06%

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