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 48.08% 0.02 CHF 0.03 CHF 325'000 250'000 407'489 250'000 6'445 CHF 6'490 CHF 99.95% 99.95%
19.11.2024 49.49% 0.02 CHF 0.03 CHF 450'000 250'000 419'727 250'000 6'390 CHF 6'313 CHF 99.81% 99.81%
18.11.2024 42.31% 0.02 CHF 0.03 CHF 425'000 250'000 354'244 250'000 6'622 CHF 7'211 CHF 99.88% 99.88%
15.11.2024 35.61% 0.02 CHF 0.03 CHF 275'000 250'000 269'946 250'000 6'264 CHF 8'323 CHF 100.00% 100.00%
14.11.2024 37.37% 0.02 CHF 0.03 CHF 300'000 250'000 290'349 249'865 6'356 CHF 7'988 CHF 99.65% 99.65%
13.11.2024 35.47% 0.03 CHF 0.04 CHF 225'000 225'000 280'529 247'049 6'511 CHF 8'246 CHF 99.95% 99.95%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 400'000 250'000 377'453 250'000 7'549 CHF 7'500 CHF 99.80% 99.80%
11.11.2024 43.76% 0.02 CHF 0.03 CHF 375'000 250'000 421'678 250'000 7'583 CHF 7'030 CHF 99.77% 99.77%
08.11.2024 36.89% 0.02 CHF 0.03 CHF 375'000 250'000 312'724 250'000 6'916 CHF 8'083 CHF 99.83% 99.83%
07.11.2024 34.79% 0.03 CHF 0.04 CHF 275'000 250'000 299'033 250'000 7'127 CHF 8'478 CHF 99.91% 99.91%

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