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 28.57% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 227'935 22'500 CHF 9'117 CHF 99.38% 99.38%
19.11.2024 28.69% 0.03 CHF 0.04 CHF 750'000 200'000 750'000 230'942 22'422 CHF 9'212 CHF 99.38% 99.38%
18.11.2024 28.57% 0.03 CHF 0.04 CHF 750'000 200'000 750'000 200'000 22'500 CHF 8'000 CHF 99.37% 99.37%
15.11.2024 24.03% 0.03 CHF 0.04 CHF 750'000 200'000 750'000 199'996 27'861 CHF 9'430 CHF 99.36% 99.36%
14.11.2024 22.22% 0.04 CHF 0.05 CHF 750'000 150'000 750'000 198'923 30'000 CHF 9'946 CHF 99.38% 99.38%
13.11.2024 23.02% 0.04 CHF 0.05 CHF 750'000 200'000 750'000 200'000 29'056 CHF 9'748 CHF 99.38% 99.38%
12.11.2024 22.77% 0.04 CHF 0.05 CHF 750'000 200'000 750'000 200'000 29'349 CHF 9'826 CHF 99.15% 99.15%
11.11.2024 22.12% 0.04 CHF 0.05 CHF 750'000 200'000 750'000 168'225 30'181 CHF 8'447 CHF 99.38% 99.38%
08.11.2024 22.22% 0.04 CHF 0.05 CHF 750'000 150'000 750'000 190'343 30'000 CHF 9'517 CHF 99.38% 99.38%
07.11.2024 18.53% 0.05 CHF 0.06 CHF 750'000 150'000 750'000 150'000 36'852 CHF 8'870 CHF 96.22% 96.22%

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