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 65.84% 0.01 CHF 0.02 CHF 170'000 170'000 79'859 79'859 885 CHF 1'687 CHF 99.89% 99.89%
19.11.2024 67.18% 0.01 CHF 0.02 CHF 180'000 180'000 83'433 83'433 839 CHF 1'677 CHF 99.94% 99.94%
18.11.2024 55.19% 0.01 CHF 0.02 CHF 170'000 170'000 64'691 64'691 832 CHF 1'482 CHF 99.89% 99.89%
15.11.2024 46.42% 0.01 CHF 0.02 CHF 170'000 170'000 79'005 79'005 1'296 CHF 2'094 CHF 99.90% 99.90%
14.11.2024 34.47% 0.02 CHF 0.03 CHF 170'000 170'000 70'812 70'812 1'689 CHF 2'400 CHF 100.00% 100.00%
13.11.2024 28.72% 0.03 CHF 0.04 CHF 160'000 160'000 70'031 70'031 2'110 CHF 2'814 CHF 100.00% 100.00%
12.11.2024 16.83% 0.05 CHF 0.06 CHF 160'000 160'000 71'261 71'261 3'936 CHF 4'652 CHF 99.94% 99.94%
11.11.2024 13.47% 0.08 CHF 0.09 CHF 160'000 160'000 71'637 71'637 5'073 CHF 5'793 CHF 99.89% 99.89%
08.11.2024 13.64% 0.06 CHF 0.07 CHF 160'000 160'000 70'662 70'662 4'924 CHF 5'648 CHF 98.90% 98.90%
07.11.2024 16.57% 0.07 CHF 0.08 CHF 160'000 160'000 72'060 72'060 4'392 CHF 5'116 CHF 99.72% 99.72%

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