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 85.87% 0.02 CHF 0.05 CHF 50'000 50'000 30'432 30'432 608 CHF 1'522 CHF 99.68% 99.68%
19.11.2024 85.71% 0.02 CHF 0.05 CHF 50'000 50'000 100'065 30'432 2'001 CHF 1'522 CHF 99.68% 99.68%
18.11.2024 78.04% 0.03 CHF 0.05 CHF 500'000 50'000 161'310 30'443 4'293 CHF 1'522 CHF 99.49% 99.49%
15.11.2024 82.54% 0.02 CHF 0.05 CHF 50'000 50'000 421'548 30'433 8'773 CHF 1'522 CHF 99.68% 99.68%
14.11.2024 62.83% 0.03 CHF 0.05 CHF 500'000 50'000 500'000 30'426 15'110 CHF 1'728 CHF 99.65% 99.65%
13.11.2024 56.28% 0.04 CHF 0.06 CHF 500'000 50'000 496'091 30'782 17'968 CHF 1'941 CHF 90.89% 90.89%
12.11.2024 48.23% 0.04 CHF 0.06 CHF 500'000 50'000 500'000 30'453 22'089 CHF 2'180 CHF 99.30% 99.30%
11.11.2024 47.21% 0.05 CHF 0.07 CHF 500'000 50'000 500'000 30'433 22'730 CHF 2'211 CHF 99.67% 99.67%
08.11.2024 40.26% 0.06 CHF 0.08 CHF 500'000 50'000 500'000 30'433 27'756 CHF 2'515 CHF 99.68% 99.68%
07.11.2024 42.41% 0.06 CHF 0.08 CHF 500'000 50'000 500'000 30'432 26'004 CHF 2'426 CHF 99.68% 99.68%

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