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 - 0.01 CHF 0.03 CHF 500'000 75'000 0 0 0 CHF 0 CHF 0.00% 100.00%
19.11.2024 90.42% 0.01 CHF 0.02 CHF 500'000 75'000 500'000 75'000 5'481 CHF 2'173 CHF 92.37% 100.00%
18.11.2024 65.04% 0.02 CHF 0.03 CHF 500'000 50'000 467'280 44'487 10'751 CHF 1'956 CHF 100.00% 100.00%
15.11.2024 44.00% 0.04 CHF 0.06 CHF 394'175 50'000 433'677 50'000 14'882 CHF 2'740 CHF 99.99% 99.99%
14.11.2024 16.61% 0.08 CHF 0.10 CHF 228'245 50'000 193'524 50'000 21'943 CHF 6'865 CHF 99.52% 99.52%
13.11.2024 13.54% 0.18 CHF 0.20 CHF 145'694 50'000 163'496 49'696 23'762 CHF 8'406 CHF 96.96% 96.96%
12.11.2024 7.26% 0.24 CHF 0.26 CHF 123'451 50'000 116'173 50'000 31'215 CHF 14'458 CHF 72.74% 72.74%
11.11.2024 7.96% 0.27 CHF 0.29 CHF 114'455 50'000 114'667 50'000 30'188 CHF 14'269 CHF 96.53% 96.53%
08.11.2024 9.08% 0.24 CHF 0.26 CHF 122'576 50'000 131'727 50'000 27'771 CHF 11'567 CHF 92.92% 92.92%
07.11.2024 9.77% 0.21 CHF 0.23 CHF 131'561 50'000 131'785 48'703 27'954 CHF 11'379 CHF 99.12% 99.12%

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