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 28.54% 0.03 CHF 0.04 CHF 575'000 250'000 640'664 250'000 19'252 CHF 10'012 CHF 99.97% 99.97%
19.11.2024 28.57% 0.03 CHF 0.04 CHF 600'000 250'000 672'104 250'000 20'163 CHF 10'000 CHF 99.85% 99.85%
18.11.2024 27.35% 0.03 CHF 0.04 CHF 625'000 250'000 483'681 250'000 15'132 CHF 10'443 CHF 99.90% 99.90%
15.11.2024 27.65% 0.04 CHF 0.05 CHF 250'000 250'000 528'259 250'000 16'233 CHF 10'363 CHF 100.00% 100.00%
14.11.2024 26.80% 0.03 CHF 0.04 CHF 675'000 250'000 517'058 250'000 16'512 CHF 10'620 CHF 99.66% 99.66%
13.11.2024 26.35% 0.04 CHF 0.05 CHF 300'000 250'000 446'348 250'000 14'497 CHF 10'788 CHF 99.94% 99.94%
12.11.2024 25.76% 0.04 CHF 0.05 CHF 375'000 250'000 440'815 250'000 14'881 CHF 10'982 CHF 99.81% 99.81%
11.11.2024 25.46% 0.03 CHF 0.04 CHF 600'000 250'000 404'800 250'000 13'805 CHF 11'091 CHF 99.79% 99.79%
08.11.2024 22.41% 0.04 CHF 0.05 CHF 325'000 250'000 306'193 248'443 12'104 CHF 12'345 CHF 99.84% 99.84%
07.11.2024 24.52% 0.04 CHF 0.05 CHF 400'000 250'000 421'145 250'000 14'997 CHF 11'465 CHF 99.90% 99.90%

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