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 22.11% 0.05 CHF 0.06 CHF 450'000 150'000 450'000 150'000 18'128 CHF 7'543 CHF 99.37% 99.37%
19.11.2024 22.63% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 17'710 CHF 7'403 CHF 99.38% 99.38%
18.11.2024 27.54% 0.03 CHF 0.04 CHF 450'000 150'000 450'000 150'000 14'234 CHF 6'245 CHF 98.89% 98.89%
15.11.2024 20.22% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 20'230 CHF 8'243 CHF 99.37% 99.37%
14.11.2024 22.13% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 18'107 CHF 7'536 CHF 99.37% 99.37%
13.11.2024 21.14% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 19'205 CHF 7'902 CHF 99.16% 99.16%
12.11.2024 29.14% 0.03 CHF 0.04 CHF 450'000 150'000 450'000 150'000 13'277 CHF 5'926 CHF 99.38% 99.38%
11.11.2024 55.89% 0.02 CHF 0.03 CHF 450'000 150'000 450'000 150'000 6'318 CHF 3'606 CHF 99.37% 99.37%
08.11.2024 57.23% 0.01 CHF 0.02 CHF 450'000 150'000 506'683 150'000 6'796 CHF 3'531 CHF 99.37% 99.37%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 30'000 CHF 4'500 CHF 99.29% 99.29%

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