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 62.75% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 8'600 CHF 5'367 CHF 98.83% 98.83%
19.11.2024 59.19% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 9'602 CHF 5'701 CHF 99.17% 99.17%
18.11.2024 60.71% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 9'175 CHF 5'558 CHF 99.22% 99.22%
15.11.2024 64.29% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 8'169 CHF 5'223 CHF 99.16% 99.16%
14.11.2024 40.48% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 14'888 CHF 7'462 CHF 99.15% 99.15%
13.11.2024 45.87% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 13'349 CHF 6'950 CHF 98.96% 98.96%
12.11.2024 36.27% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 17'451 CHF 8'317 CHF 99.15% 99.15%
11.11.2024 38.49% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 15'990 CHF 7'830 CHF 99.16% 99.16%
08.11.2024 39.26% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 15'483 CHF 7'661 CHF 99.16% 99.16%
07.11.2024 32.45% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 19'952 CHF 9'151 CHF 97.77% 97.77%

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