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 68.06% 0.01 CHF 0.02 CHF 420'000 420'000 188'757 188'757 1'936 CHF 3'852 CHF 99.89% 99.89%
19.11.2024 68.63% 0.01 CHF 0.02 CHF 440'000 440'000 193'874 193'874 1'921 CHF 3'887 CHF 99.94% 99.94%
18.11.2024 61.23% 0.01 CHF 0.02 CHF 420'000 420'000 154'184 154'184 1'683 CHF 3'233 CHF 99.89% 99.89%
15.11.2024 61.57% 0.01 CHF 0.02 CHF 420'000 420'000 187'468 187'468 2'106 CHF 4'000 CHF 99.90% 99.90%
14.11.2024 50.91% 0.01 CHF 0.02 CHF 420'000 420'000 173'509 173'509 2'551 CHF 4'294 CHF 100.00% 100.00%
13.11.2024 48.16% 0.02 CHF 0.03 CHF 400'000 400'000 171'829 171'829 2'770 CHF 4'496 CHF 100.00% 100.00%
12.11.2024 37.59% 0.02 CHF 0.03 CHF 400'000 400'000 169'037 169'037 3'692 CHF 5'390 CHF 99.94% 99.94%
11.11.2024 35.05% 0.03 CHF 0.04 CHF 380'000 380'000 170'200 170'200 4'115 CHF 5'825 CHF 99.89% 99.89%
08.11.2024 35.60% 0.02 CHF 0.03 CHF 380'000 380'000 166'580 166'580 3'971 CHF 5'679 CHF 98.90% 98.90%
07.11.2024 40.47% 0.02 CHF 0.03 CHF 380'000 380'000 171'985 171'985 3'605 CHF 5'333 CHF 99.90% 99.90%

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