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 33.10% 0.03 CHF 0.04 CHF 275'000 250'000 246'746 233'789 6'203 CHF 8'263 CHF 99.96% 99.96%
19.11.2024 30.59% 0.03 CHF 0.04 CHF 200'000 200'000 229'374 225'390 6'347 CHF 8'508 CHF 99.81% 99.81%
18.11.2024 29.89% 0.03 CHF 0.04 CHF 225'000 225'000 220'813 220'552 6'292 CHF 8'491 CHF 99.91% 99.91%
15.11.2024 22.35% 0.04 CHF 0.05 CHF 150'000 150'000 156'239 156'243 6'221 CHF 7'783 CHF 100.00% 100.00%
14.11.2024 18.88% 0.05 CHF 0.06 CHF 150'000 150'000 130'764 130'765 6'276 CHF 7'583 CHF 99.53% 99.53%
13.11.2024 16.95% 0.05 CHF 0.06 CHF 150'000 150'000 122'998 122'996 6'633 CHF 7'863 CHF 99.96% 99.96%
12.11.2024 12.70% 0.07 CHF 0.08 CHF 100'000 100'000 89'183 89'184 6'555 CHF 7'447 CHF 99.83% 99.83%
11.11.2024 9.81% 0.09 CHF 0.10 CHF 75'000 75'000 75'000 75'000 7'313 CHF 8'063 CHF 99.81% 99.81%
08.11.2024 9.40% 0.09 CHF 0.10 CHF 75'000 75'000 75'000 75'000 7'702 CHF 8'452 CHF 99.81% 99.81%
07.11.2024 7.13% 0.12 CHF 0.13 CHF 75'000 75'000 60'140 60'139 8'105 CHF 8'706 CHF 99.88% 99.88%

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