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 22.72% 0.04 CHF 0.05 CHF 100'000 100'000 99'743 99'741 3'923 CHF 4'920 CHF 99.97% 99.97%
19.11.2024 25.92% 0.04 CHF 0.05 CHF 100'000 100'000 100'671 100'673 3'413 CHF 4'420 CHF 99.84% 99.84%
18.11.2024 26.04% 0.04 CHF 0.05 CHF 100'000 100'000 100'000 100'000 3'354 CHF 4'354 CHF 99.91% 99.91%
15.11.2024 25.17% 0.04 CHF 0.05 CHF 100'000 100'000 101'463 101'463 3'544 CHF 4'559 CHF 100.00% 100.00%
14.11.2024 31.47% 0.03 CHF 0.04 CHF 100'000 100'000 121'586 121'586 3'263 CHF 4'479 CHF 99.52% 99.52%
13.11.2024 36.29% 0.03 CHF 0.04 CHF 150'000 150'000 137'560 137'560 3'108 CHF 4'484 CHF 99.94% 99.94%
12.11.2024 33.57% 0.03 CHF 0.04 CHF 125'000 125'000 124'606 124'604 3'094 CHF 4'340 CHF 99.77% 99.77%
11.11.2024 22.43% 0.03 CHF 0.04 CHF 100'000 100'000 100'366 100'411 4'037 CHF 5'043 CHF 99.77% 99.77%
08.11.2024 36.21% 0.03 CHF 0.04 CHF 125'000 125'000 139'884 139'856 3'178 CHF 4'576 CHF 99.81% 99.81%
07.11.2024 23.36% 0.04 CHF 0.05 CHF 100'000 100'000 100'412 100'420 3'810 CHF 4'814 CHF 99.91% 99.91%

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