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 63.96% 0.02 CHF 0.03 CHF 400'000 250'000 333'726 250'000 3'603 CHF 5'203 CHF 99.97% 99.97%
19.11.2024 66.35% 0.01 CHF 0.02 CHF 300'000 250'000 398'739 250'000 4'018 CHF 5'024 CHF 99.82% 99.82%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 350'000 250'000 450'301 250'000 4'503 CHF 5'000 CHF 99.93% 99.93%
15.11.2024 68.47% 0.01 CHF 0.02 CHF 400'000 250'000 382'359 250'000 3'639 CHF 4'932 CHF 100.00% 100.00%
14.11.2024 68.28% 0.01 CHF 0.02 CHF 575'000 250'000 576'724 250'000 5'586 CHF 4'940 CHF 99.66% 99.66%
13.11.2024 73.78% 0.01 CHF 0.02 CHF 800'000 250'000 517'883 250'000 4'377 CHF 4'733 CHF 99.94% 99.94%
12.11.2024 64.74% 0.01 CHF 0.02 CHF 500'000 250'000 472'226 250'000 4'894 CHF 5'144 CHF 99.77% 99.77%
11.11.2024 51.41% 0.02 CHF 0.03 CHF 250'000 250'000 262'616 235'110 3'789 CHF 5'862 CHF 99.77% 99.77%
08.11.2024 73.29% 0.01 CHF 0.02 CHF 450'000 250'000 667'844 250'000 5'864 CHF 4'752 CHF 99.88% 99.88%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 350'000 250'000 363'438 250'000 3'634 CHF 5'000 CHF 99.90% 99.90%

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