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 187.10% 0.00 CHF 0.03 CHF 50'000 50'000 30'093 30'093 30 CHF 903 CHF 93.92% 93.92%
19.11.2024 187.10% 0.00 CHF 0.03 CHF 50'000 50'000 29'800 29'800 30 CHF 894 CHF 99.65% 99.65%
18.11.2024 187.10% 0.00 CHF 0.03 CHF 50'000 50'000 32'121 32'121 32 CHF 964 CHF 67.15% 67.15%
15.11.2024 155.07% 0.00 CHF 0.04 CHF 50'000 50'000 29'797 29'797 138 CHF 1'192 CHF 99.66% 99.66%
14.11.2024 123.28% 0.01 CHF 0.04 CHF 50'000 50'000 415'297 27'878 4'132 CHF 1'115 CHF 91.54% 91.54%
13.11.2024 103.28% 0.02 CHF 0.04 CHF 500'000 50'000 496'267 30'551 6'582 CHF 1'224 CHF 90.86% 90.86%
12.11.2024 106.92% 0.01 CHF 0.04 CHF 500'000 50'000 500'000 29'256 6'227 CHF 1'170 CHF 87.55% 87.55%
11.11.2024 65.06% 0.03 CHF 0.04 CHF 500'000 50'000 499'999 28'852 10'214 CHF 1'154 CHF 97.39% 97.39%
08.11.2024 120.54% 0.01 CHF 0.04 CHF 500'000 50'000 156'998 29'887 1'566 CHF 1'195 CHF 98.63% 98.63%
07.11.2024 103.11% 0.00 CHF 0.03 CHF 50'000 50'000 62'218 29'935 606 CHF 898 CHF 97.62% 97.62%

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