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 18.91% 0.06 CHF 0.07 CHF 450'000 150'000 450'000 150'000 21'732 CHF 8'744 CHF 99.37% 99.37%
19.11.2024 19.81% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 20'685 CHF 8'395 CHF 99.38% 99.38%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 18'003 CHF 7'501 CHF 98.89% 98.89%
15.11.2024 16.96% 0.05 CHF 0.06 CHF 450'000 150'000 450'000 150'000 24'472 CHF 9'657 CHF 99.37% 99.37%
14.11.2024 18.18% 0.05 CHF 0.06 CHF 450'000 150'000 450'000 150'000 22'500 CHF 9'000 CHF 99.37% 99.37%
13.11.2024 18.60% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 22'388 CHF 8'963 CHF 99.16% 99.16%
12.11.2024 26.90% 0.04 CHF 0.05 CHF 450'000 150'000 450'000 150'000 14'685 CHF 6'395 CHF 99.37% 99.37%
11.11.2024 38.73% 0.03 CHF 0.04 CHF 450'000 150'000 450'000 150'000 9'501 CHF 4'667 CHF 99.37% 99.37%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 450'000 150'000 506'704 150'000 10'134 CHF 4'500 CHF 99.37% 99.37%
07.11.2024 38.22% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 32'339 CHF 4'734 CHF 99.30% 99.30%

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