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 250'000 200'000 250'000 200'000 7'500 CHF 8'000 CHF 99.38% 99.38%
19.11.2024 28.09% 0.03 CHF 0.04 CHF 250'000 200'000 250'000 193'836 7'690 CHF 7'867 CHF 99.38% 99.38%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 250'000 150'000 250'000 150'000 10'000 CHF 7'500 CHF 99.37% 99.37%
15.11.2024 20.33% 0.04 CHF 0.05 CHF 250'000 150'000 250'000 150'000 11'170 CHF 8'202 CHF 99.36% 99.36%
14.11.2024 18.18% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 12'500 CHF 9'000 CHF 99.38% 99.38%
13.11.2024 21.67% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 10'344 CHF 7'707 CHF 99.38% 99.38%
12.11.2024 21.10% 0.04 CHF 0.05 CHF 250'000 150'000 250'000 150'000 10'693 CHF 7'915 CHF 99.15% 99.15%
11.11.2024 18.16% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 12'524 CHF 9'014 CHF 99.38% 99.38%
08.11.2024 18.18% 0.05 CHF 0.06 CHF 250'000 150'000 250'000 150'000 12'500 CHF 9'000 CHF 99.38% 99.38%
07.11.2024 15.64% 0.06 CHF 0.07 CHF 250'000 150'000 250'000 150'000 14'769 CHF 10'362 CHF 96.22% 96.22%

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