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 66.67% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'000 CHF 1'000 CHF 7.51% 60.81%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'000 CHF 1'000 CHF 23.37% 77.84%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 50'000 389'596 42'472 3'896 CHF 849 CHF 87.89% 87.89%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'000 CHF 1'000 CHF 92.92% 92.92%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'000 CHF 1'000 CHF 95.88% 95.88%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 50'000 497'690 49'864 4'977 CHF 997 CHF 85.02% 85.02%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'000 CHF 1'000 CHF 59.95% 59.95%
11.11.2024 61.88% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 5'897 CHF 1'090 CHF 86.01% 86.01%
08.11.2024 49.63% 0.01 CHF 0.02 CHF 500'000 50'000 500'000 50'000 8'195 CHF 1'319 CHF 98.13% 98.13%
07.11.2024 40.76% 0.02 CHF 0.03 CHF 500'000 50'000 473'661 48'204 9'330 CHF 1'432 CHF 85.85% 85.85%

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