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 19.81% 0.05 CHF 0.06 CHF 675'000 500'000 721'088 290'908 32'794 CHF 16'254 CHF 99.95% 99.95%
19.11.2024 18.83% 0.05 CHF 0.06 CHF 700'000 250'000 668'477 404'407 32'207 CHF 23'821 CHF 99.79% 99.79%
18.11.2024 19.67% 0.05 CHF 0.06 CHF 625'000 500'000 686'445 296'764 31'467 CHF 16'769 CHF 99.90% 99.90%
15.11.2024 18.88% 0.06 CHF 0.07 CHF 575'000 475'000 643'852 374'871 30'891 CHF 22'156 CHF 100.00% 100.00%
14.11.2024 18.44% 0.05 CHF 0.06 CHF 575'000 500'000 615'265 453'278 30'311 CHF 27'041 CHF 99.63% 99.63%
13.11.2024 18.23% 0.05 CHF 0.06 CHF 600'000 500'000 614'503 490'161 30'633 CHF 29'369 CHF 99.94% 99.94%
12.11.2024 19.25% 0.05 CHF 0.06 CHF 675'000 250'000 661'682 347'540 31'117 CHF 20'076 CHF 99.80% 99.80%
11.11.2024 20.00% 0.05 CHF 0.06 CHF 700'000 250'000 700'671 251'881 31'530 CHF 13'853 CHF 99.78% 99.78%
08.11.2024 18.35% 0.05 CHF 0.06 CHF 650'000 500'000 640'475 476'565 31'710 CHF 28'467 CHF 99.88% 99.88%
07.11.2024 18.49% 0.05 CHF 0.06 CHF 625'000 500'000 640'571 457'360 31'384 CHF 27'218 CHF 99.90% 99.90%

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