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 19.53% 0.04 CHF 0.05 CHF 500'000 500'000 500'000 500'000 23'329 CHF 28'329 CHF 99.56% 99.56%
19.11.2024 18.37% 0.05 CHF 0.06 CHF 500'000 500'000 500'000 500'000 24'764 CHF 29'764 CHF 99.55% 99.55%
18.11.2024 19.14% 0.05 CHF 0.06 CHF 500'000 500'000 500'000 500'000 23'813 CHF 28'813 CHF 99.55% 99.55%
15.11.2024 18.18% 0.05 CHF 0.06 CHF 500'000 500'000 500'000 500'000 25'000 CHF 30'000 CHF 98.90% 98.90%
14.11.2024 18.68% 0.05 CHF 0.06 CHF 500'000 500'000 500'000 500'000 24'383 CHF 29'383 CHF 98.70% 98.70%
13.11.2024 18.17% 0.05 CHF 0.06 CHF 500'000 500'000 500'000 500'000 25'013 CHF 30'013 CHF 72.42% 72.42%
12.11.2024 13.29% 0.05 CHF 0.06 CHF 300'000 300'000 300'000 300'000 21'245 CHF 24'245 CHF 98.06% 98.06%
11.11.2024 6.90% 0.14 CHF 0.15 CHF 500'000 500'000 500'000 500'000 70'000 CHF 75'000 CHF 99.50% 99.50%
08.11.2024 7.38% 0.13 CHF 0.14 CHF 300'000 300'000 300'000 300'000 39'178 CHF 42'178 CHF 99.50% 99.50%
07.11.2024 6.81% 0.14 CHF 0.15 CHF 500'000 500'000 500'000 500'000 70'931 CHF 75'931 CHF 99.56% 99.56%

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