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 35.14% 0.02 CHF 0.03 CHF 300'000 100'000 300'000 100'000 7'044 CHF 3'348 CHF 99.38% 99.38%
19.11.2024 37.57% 0.02 CHF 0.03 CHF 300'000 100'000 300'000 100'000 6'498 CHF 3'166 CHF 99.37% 99.37%
18.11.2024 33.22% 0.02 CHF 0.03 CHF 300'000 100'000 300'000 100'000 7'548 CHF 3'516 CHF 99.23% 99.23%
15.11.2024 27.76% 0.03 CHF 0.04 CHF 300'000 100'000 300'000 100'000 9'315 CHF 4'105 CHF 99.37% 99.37%
14.11.2024 25.69% 0.03 CHF 0.04 CHF 300'000 100'000 300'000 100'000 10'181 CHF 4'394 CHF 99.38% 99.38%
13.11.2024 29.01% 0.03 CHF 0.04 CHF 300'000 100'000 300'000 100'000 8'855 CHF 3'952 CHF 99.37% 99.37%
12.11.2024 27.13% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 47'833 CHF 4'189 CHF 99.37% 99.37%
11.11.2024 24.32% 0.04 CHF 0.05 CHF 1'500'000 100'000 1'500'000 100'000 54'223 CHF 4'615 CHF 99.37% 99.37%
08.11.2024 26.24% 0.04 CHF 0.05 CHF 1'500'000 100'000 1'500'000 100'000 49'788 CHF 4'319 CHF 99.37% 99.37%
07.11.2024 24.94% 0.03 CHF 0.04 CHF 1'500'000 100'000 1'500'000 100'000 52'687 CHF 4'512 CHF 99.29% 99.29%

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