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 66.67% 0.01 CHF 0.02 CHF 625'000 250'000 640'862 250'000 6'409 CHF 5'000 CHF 99.97% 99.97%
19.11.2024 66.47% 0.01 CHF 0.02 CHF 625'000 250'000 521'706 250'000 5'238 CHF 5'015 CHF 99.91% 99.91%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 600'000 250'000 549'591 250'000 5'496 CHF 5'000 CHF 99.93% 99.93%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 550'000 250'000 550'360 250'000 5'504 CHF 5'000 CHF 100.00% 100.00%
14.11.2024 64.32% 0.01 CHF 0.02 CHF 400'000 250'000 385'546 250'000 4'071 CHF 5'176 CHF 99.53% 99.53%
13.11.2024 51.82% 0.02 CHF 0.03 CHF 275'000 250'000 294'326 250'000 4'234 CHF 6'114 CHF 99.94% 99.94%
12.11.2024 61.35% 0.01 CHF 0.02 CHF 350'000 250'000 353'422 250'000 4'054 CHF 5'399 CHF 99.75% 99.75%
11.11.2024 56.76% 0.01 CHF 0.02 CHF 525'000 250'000 401'742 250'000 5'121 CHF 5'743 CHF 99.77% 99.77%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 325'000 250'000 275'205 247'402 4'128 CHF 6'185 CHF 99.81% 99.81%
07.11.2024 64.14% 0.01 CHF 0.02 CHF 400'000 250'000 395'214 250'000 4'232 CHF 5'190 CHF 99.89% 99.89%

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