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 16.79% 0.05 CHF 0.06 CHF 425'000 425'000 379'508 379'509 20'700 CHF 24'495 CHF 99.97% 99.97%
19.11.2024 19.61% 0.05 CHF 0.06 CHF 425'000 425'000 464'409 292'784 21'367 CHF 16'555 CHF 99.77% 99.77%
18.11.2024 19.59% 0.05 CHF 0.06 CHF 475'000 250'000 478'723 286'405 22'062 CHF 16'196 CHF 99.89% 99.89%
15.11.2024 19.96% 0.05 CHF 0.06 CHF 475'000 250'000 492'911 299'162 22'223 CHF 16'775 CHF 100.00% 100.00%
14.11.2024 21.56% 0.05 CHF 0.06 CHF 475'000 250'000 572'268 254'527 23'664 CHF 13'136 CHF 99.58% 99.58%
13.11.2024 21.75% 0.04 CHF 0.05 CHF 700'000 250'000 600'404 250'000 24'561 CHF 12'777 CHF 99.94% 99.94%
12.11.2024 18.07% 0.05 CHF 0.06 CHF 475'000 250'000 420'354 388'235 21'170 CHF 23'606 CHF 99.76% 99.76%
11.11.2024 14.27% 0.07 CHF 0.08 CHF 300'000 300'000 301'963 301'963 19'651 CHF 22'671 CHF 99.81% 99.81%
08.11.2024 14.44% 0.07 CHF 0.08 CHF 300'000 300'000 316'754 316'754 20'356 CHF 23'523 CHF 99.83% 99.83%
07.11.2024 13.03% 0.08 CHF 0.09 CHF 250'000 250'000 275'620 275'620 19'757 CHF 22'513 CHF 99.88% 99.88%

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