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 39.84% 0.02 CHF 0.03 CHF 200'000 200'000 158'608 158'605 3'153 CHF 4'739 CHF 99.97% 99.97%
19.11.2024 35.08% 0.03 CHF 0.04 CHF 100'000 100'000 113'730 113'730 2'667 CHF 3'804 CHF 99.80% 99.80%
18.11.2024 39.78% 0.02 CHF 0.03 CHF 150'000 150'000 149'309 149'311 3'007 CHF 4'500 CHF 99.89% 99.89%
15.11.2024 41.55% 0.02 CHF 0.03 CHF 175'000 175'000 182'914 182'911 3'481 CHF 5'311 CHF 100.00% 100.00%
14.11.2024 41.58% 0.02 CHF 0.03 CHF 175'000 175'000 195'548 186'524 3'669 CHF 5'398 CHF 99.62% 99.62%
13.11.2024 53.92% 0.01 CHF 0.02 CHF 1'000'000 250'000 561'908 250'000 7'336 CHF 5'956 CHF 99.93% 99.93%
12.11.2024 47.97% 0.02 CHF 0.03 CHF 250'000 250'000 284'789 240'550 4'487 CHF 6'229 CHF 99.75% 99.75%
11.11.2024 25.01% 0.03 CHF 0.04 CHF 125'000 125'000 73'755 73'755 2'522 CHF 3'260 CHF 99.81% 99.81%
08.11.2024 15.74% 0.06 CHF 0.07 CHF 50'000 50'000 47'374 47'374 2'773 CHF 3'246 CHF 99.86% 99.86%
07.11.2024 13.14% 0.07 CHF 0.08 CHF 50'000 50'000 41'644 41'644 2'913 CHF 3'329 CHF 99.92% 99.92%

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