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 - - CHF 0.01 CHF 0 75'000 0 0 0 CHF 0 CHF 0.00% 14.13%
19.11.2024 - - CHF 0.01 CHF 0 75'000 0 0 0 CHF 0 CHF 0.00% 98.86%
18.11.2024 66.67% 0.01 CHF 0.01 CHF 500'000 75'000 500'000 53'908 5'000 CHF 1'078 CHF 46.52% 87.28%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 75'000 500'000 75'000 5'000 CHF 1'500 CHF 99.58% 99.58%
14.11.2024 43.16% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 75'000 9'408 CHF 2'161 CHF 95.87% 95.87%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 74'092 10'000 CHF 2'223 CHF 92.08% 92.08%
12.11.2024 39.68% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 75'000 10'142 CHF 2'271 CHF 99.28% 99.28%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 75'000 15'000 CHF 3'000 CHF 93.06% 93.06%
08.11.2024 39.43% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 75'000 10'250 CHF 2'288 CHF 94.38% 94.38%
07.11.2024 43.97% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 72'396 9'255 CHF 2'060 CHF 98.73% 98.73%

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