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 40.00% 0.02 CHF 0.03 CHF 750'000 200'000 750'000 200'000 15'000 CHF 6'000 CHF 99.38% 99.38%
19.11.2024 39.14% 0.02 CHF 0.03 CHF 750'000 200'000 750'000 198'161 15'566 CHF 6'078 CHF 99.38% 99.38%
18.11.2024 31.53% 0.02 CHF 0.03 CHF 750'000 200'000 750'000 200'000 20'557 CHF 7'482 CHF 99.37% 99.37%
15.11.2024 28.10% 0.03 CHF 0.04 CHF 750'000 150'000 750'000 150'870 23'059 CHF 6'147 CHF 99.36% 99.36%
14.11.2024 25.61% 0.04 CHF 0.05 CHF 750'000 150'000 750'000 150'000 26'001 CHF 6'700 CHF 99.38% 99.38%
13.11.2024 28.57% 0.03 CHF 0.04 CHF 750'000 150'000 750'000 150'255 22'500 CHF 6'010 CHF 99.38% 99.38%
12.11.2024 28.57% 0.03 CHF 0.04 CHF 750'000 150'000 750'000 150'015 22'500 CHF 6'001 CHF 99.15% 99.15%
11.11.2024 22.22% 0.04 CHF 0.05 CHF 750'000 150'000 750'000 150'000 30'000 CHF 7'500 CHF 99.38% 99.38%
08.11.2024 23.05% 0.04 CHF 0.05 CHF 750'000 150'000 750'000 150'000 29'019 CHF 7'304 CHF 99.37% 99.37%
07.11.2024 20.54% 0.04 CHF 0.05 CHF 750'000 150'000 750'000 150'000 33'120 CHF 8'124 CHF 96.22% 96.22%

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