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 29.38% 0.03 CHF 0.04 CHF 250'000 250'000 204'060 203'826 5'926 CHF 7'960 CHF 99.95% 99.95%
19.11.2024 34.57% 0.03 CHF 0.04 CHF 225'000 225'000 259'609 240'908 6'225 CHF 8'211 CHF 99.76% 99.76%
18.11.2024 21.84% 0.04 CHF 0.05 CHF 175'000 175'000 158'075 158'074 6'459 CHF 8'040 CHF 99.88% 99.88%
15.11.2024 20.01% 0.05 CHF 0.06 CHF 150'000 150'000 148'036 148'037 6'658 CHF 8'139 CHF 100.00% 100.00%
14.11.2024 22.68% 0.04 CHF 0.05 CHF 150'000 150'000 169'842 169'842 6'625 CHF 8'324 CHF 99.62% 99.62%
13.11.2024 24.52% 0.04 CHF 0.05 CHF 200'000 200'000 193'336 193'335 6'918 CHF 8'851 CHF 99.96% 99.96%
12.11.2024 25.18% 0.04 CHF 0.05 CHF 200'000 200'000 197'340 197'335 6'851 CHF 8'824 CHF 99.82% 99.82%
11.11.2024 13.98% 0.06 CHF 0.07 CHF 125'000 125'000 117'997 117'998 7'853 CHF 9'033 CHF 99.80% 99.80%
08.11.2024 18.78% 0.06 CHF 0.07 CHF 125'000 125'000 148'631 148'630 7'181 CHF 8'667 CHF 99.85% 99.85%
07.11.2024 19.10% 0.05 CHF 0.06 CHF 150'000 150'000 153'242 153'244 7'266 CHF 8'799 CHF 99.92% 99.92%

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