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 350'000 250'000 464'037 250'000 9'281 CHF 7'500 CHF 99.96% 99.96%
19.11.2024 37.00% 0.02 CHF 0.03 CHF 425'000 250'000 313'206 247'278 6'870 CHF 7'968 CHF 99.83% 99.83%
18.11.2024 33.15% 0.03 CHF 0.04 CHF 225'000 225'000 226'063 226'063 5'688 CHF 7'948 CHF 99.88% 99.88%
15.11.2024 33.33% 0.03 CHF 0.04 CHF 200'000 200'000 221'598 221'269 5'540 CHF 7'744 CHF 100.00% 100.00%
14.11.2024 33.33% 0.03 CHF 0.04 CHF 275'000 250'000 238'380 235'925 5'959 CHF 8'257 CHF 99.54% 99.54%
13.11.2024 33.33% 0.03 CHF 0.04 CHF 200'000 200'000 228'653 227'872 5'716 CHF 7'976 CHF 99.96% 99.96%
12.11.2024 33.84% 0.03 CHF 0.04 CHF 250'000 250'000 290'656 250'000 7'144 CHF 8'655 CHF 99.75% 99.75%
11.11.2024 39.69% 0.02 CHF 0.03 CHF 350'000 250'000 353'359 250'000 7'143 CHF 7'558 CHF 99.80% 99.80%
08.11.2024 33.33% 0.03 CHF 0.04 CHF 275'000 250'000 287'833 250'000 7'196 CHF 8'750 CHF 99.85% 99.85%
07.11.2024 33.82% 0.03 CHF 0.04 CHF 300'000 250'000 292'941 248'060 7'202 CHF 8'590 CHF 96.72% 96.72%

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