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 16.96% 0.05 CHF 0.06 CHF 600'000 200'000 600'000 200'000 32'753 CHF 12'918 CHF 99.38% 99.38%
19.11.2024 17.76% 0.06 CHF 0.07 CHF 600'000 200'000 660'051 220'017 34'034 CHF 13'545 CHF 99.37% 99.37%
18.11.2024 16.56% 0.06 CHF 0.07 CHF 600'000 200'000 601'107 200'369 33'533 CHF 13'181 CHF 99.37% 99.37%
15.11.2024 15.47% 0.06 CHF 0.07 CHF 600'000 200'000 614'087 204'696 36'844 CHF 14'328 CHF 99.36% 99.36%
14.11.2024 20.45% 0.05 CHF 0.06 CHF 600'000 200'000 734'966 244'989 32'556 CHF 13'302 CHF 99.38% 99.38%
13.11.2024 22.42% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 29'762 CHF 12'421 CHF 99.37% 99.37%
12.11.2024 22.22% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 30'000 CHF 12'500 CHF 99.15% 99.15%
11.11.2024 14.57% 0.05 CHF 0.06 CHF 600'000 200'000 599'966 200'000 38'570 CHF 14'857 CHF 99.38% 99.38%
08.11.2024 24.69% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 249'966 27'277 CHF 11'591 CHF 99.38% 99.38%
07.11.2024 14.55% 0.07 CHF 0.08 CHF 600'000 200'000 602'610 200'870 38'605 CHF 14'877 CHF 98.58% 98.58%

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