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 62.46% 0.01 CHF 0.02 CHF 300'000 100'000 300'000 100'000 3'313 CHF 2'104 CHF 99.38% 99.38%
19.11.2024 70.53% 0.01 CHF 0.02 CHF 300'000 100'000 300'000 100'000 2'798 CHF 1'933 CHF 99.38% 99.38%
18.11.2024 48.77% 0.01 CHF 0.02 CHF 300'000 100'000 300'000 100'000 4'684 CHF 2'561 CHF 99.23% 99.23%
15.11.2024 36.16% 0.02 CHF 0.03 CHF 300'000 100'000 300'000 100'000 6'808 CHF 3'269 CHF 99.37% 99.37%
14.11.2024 31.85% 0.03 CHF 0.04 CHF 300'000 100'000 300'000 100'000 7'922 CHF 3'641 CHF 99.38% 99.38%
13.11.2024 38.76% 0.02 CHF 0.03 CHF 300'000 100'000 300'000 100'000 6'269 CHF 3'090 CHF 99.38% 99.38%
12.11.2024 34.62% 0.02 CHF 0.03 CHF 1'500'000 100'000 1'500'000 100'000 35'904 CHF 3'394 CHF 99.37% 99.37%
11.11.2024 29.30% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 43'759 CHF 3'917 CHF 99.37% 99.37%
08.11.2024 29.91% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 42'840 CHF 3'856 CHF 99.37% 99.37%
07.11.2024 24.68% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 53'336 CHF 4'556 CHF 99.29% 99.29%

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