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 60.88% 0.01 CHF 0.02 CHF 700'000 250'000 581'543 250'000 6'681 CHF 5'434 CHF 99.95% 99.95%
19.11.2024 57.65% 0.02 CHF 0.03 CHF 425'000 250'000 542'907 250'000 6'781 CHF 5'677 CHF 99.76% 99.76%
18.11.2024 52.36% 0.02 CHF 0.03 CHF 525'000 250'000 484'827 250'000 6'833 CHF 6'073 CHF 99.88% 99.88%
15.11.2024 63.62% 0.02 CHF 0.03 CHF 625'000 250'000 647'203 250'000 6'998 CHF 5'229 CHF 100.00% 100.00%
14.11.2024 51.66% 0.02 CHF 0.03 CHF 550'000 250'000 550'517 250'000 7'965 CHF 6'126 CHF 99.64% 99.64%
13.11.2024 55.48% 0.02 CHF 0.03 CHF 675'000 250'000 551'865 250'000 7'238 CHF 5'839 CHF 99.95% 99.95%
12.11.2024 46.13% 0.02 CHF 0.03 CHF 325'000 250'000 371'950 250'000 6'239 CHF 6'734 CHF 99.77% 99.77%
11.11.2024 42.62% 0.02 CHF 0.03 CHF 300'000 250'000 332'830 250'000 6'189 CHF 7'172 CHF 99.80% 99.80%
08.11.2024 47.83% 0.02 CHF 0.03 CHF 325'000 250'000 430'515 250'000 6'833 CHF 6'522 CHF 99.81% 99.81%
07.11.2024 50.00% 0.02 CHF 0.03 CHF 500'000 250'000 457'964 250'000 6'869 CHF 6'250 CHF 99.91% 99.91%

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