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 31.56% 0.03 CHF 0.04 CHF 300'000 100'000 300'000 100'000 8'020 CHF 3'673 CHF 99.38% 99.38%
19.11.2024 35.76% 0.02 CHF 0.03 CHF 300'000 100'000 300'000 100'000 6'933 CHF 3'311 CHF 99.37% 99.37%
18.11.2024 26.39% 0.03 CHF 0.04 CHF 300'000 100'000 300'000 100'000 9'927 CHF 4'309 CHF 99.23% 99.23%
15.11.2024 20.07% 0.05 CHF 0.06 CHF 300'000 100'000 300'000 100'000 13'466 CHF 5'489 CHF 99.37% 99.37%
14.11.2024 17.96% 0.05 CHF 0.06 CHF 300'000 100'000 300'000 100'000 15'212 CHF 6'071 CHF 99.38% 99.38%
13.11.2024 21.75% 0.05 CHF 0.06 CHF 300'000 100'000 300'000 100'000 12'337 CHF 5'112 CHF 99.38% 99.38%
12.11.2024 19.49% 0.04 CHF 0.05 CHF 1'500'000 100'000 1'500'000 100'000 69'603 CHF 5'640 CHF 99.37% 99.37%
11.11.2024 16.76% 0.05 CHF 0.06 CHF 1'500'000 100'000 1'500'000 100'000 82'083 CHF 6'472 CHF 99.37% 99.37%
08.11.2024 17.50% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 78'411 CHF 6'227 CHF 99.37% 99.37%
07.11.2024 14.89% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 93'359 CHF 7'224 CHF 99.29% 99.29%

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