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 22.33% 0.04 CHF 0.05 CHF 100'000 100'000 123'863 123'863 4'899 CHF 6'137 CHF 99.96% 99.96%
19.11.2024 19.34% 0.04 CHF 0.05 CHF 100'000 100'000 90'890 90'888 4'241 CHF 5'150 CHF 99.79% 99.79%
18.11.2024 26.52% 0.04 CHF 0.05 CHF 125'000 125'000 148'865 148'862 4'860 CHF 6'348 CHF 99.91% 99.91%
15.11.2024 24.39% 0.04 CHF 0.05 CHF 100'000 100'000 141'703 141'704 5'081 CHF 6'498 CHF 100.00% 100.00%
14.11.2024 23.49% 0.04 CHF 0.05 CHF 125'000 125'000 127'080 127'077 4'773 CHF 6'043 CHF 99.55% 99.55%
13.11.2024 16.62% 0.06 CHF 0.07 CHF 75'000 75'000 75'000 75'000 4'154 CHF 4'904 CHF 99.96% 99.96%
12.11.2024 19.10% 0.05 CHF 0.06 CHF 75'000 75'000 93'525 93'526 4'422 CHF 5'357 CHF 99.78% 99.78%
11.11.2024 17.47% 0.06 CHF 0.07 CHF 75'000 75'000 81'557 81'557 4'244 CHF 5'059 CHF 99.81% 99.81%
08.11.2024 15.48% 0.06 CHF 0.07 CHF 75'000 75'000 75'000 75'000 4'486 CHF 5'236 CHF 99.81% 99.81%
07.11.2024 17.48% 0.06 CHF 0.07 CHF 75'000 75'000 80'732 80'731 4'209 CHF 5'016 CHF 99.90% 99.90%

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