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
22.11.2024 40.00% 0.02 CHF 0.03 CHF 750'000 50'000 750'000 50'000 15'000 CHF 1'500 CHF 99.16% 99.16%
20.11.2024 22.80% 0.04 CHF 0.05 CHF 750'000 50'000 750'000 50'000 29'312 CHF 2'454 CHF 99.17% 99.17%
19.11.2024 19.51% 0.05 CHF 0.06 CHF 750'000 50'000 750'000 50'000 35'100 CHF 2'840 CHF 99.16% 99.16%
18.11.2024 42.83% 0.02 CHF 0.03 CHF 750'000 50'000 750'000 50'000 14'205 CHF 1'447 CHF 99.23% 99.23%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 50'000 750'000 50'000 7'500 CHF 1'000 CHF 99.17% 99.17%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 50'000 750'000 50'000 7'500 CHF 1'000 CHF 99.16% 99.16%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 50'000 750'000 50'000 7'500 CHF 1'000 CHF 99.16% 99.16%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 50'000 750'000 50'000 7'500 CHF 1'000 CHF 99.16% 99.16%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 50'000 750'000 50'000 7'500 CHF 1'000 CHF 99.17% 99.17%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 50'000 750'000 50'000 7'500 CHF 1'000 CHF 99.17% 99.17%

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