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 18.50% 0.04 CHF 0.05 CHF 75'000 75'000 57'260 57'259 2'807 CHF 3'379 CHF 99.95% 99.95%
19.11.2024 22.58% 0.05 CHF 0.06 CHF 75'000 75'000 84'999 85'005 3'339 CHF 4'190 CHF 97.18% 97.18%
18.11.2024 26.34% 0.03 CHF 0.04 CHF 125'000 125'000 104'234 104'234 3'444 CHF 4'487 CHF 99.88% 99.88%
15.11.2024 25.42% 0.04 CHF 0.05 CHF 125'000 125'000 101'412 101'412 3'487 CHF 4'501 CHF 100.00% 100.00%
14.11.2024 24.08% 0.04 CHF 0.05 CHF 75'000 75'000 93'684 93'686 3'415 CHF 4'352 CHF 99.53% 99.53%
13.11.2024 22.22% 0.04 CHF 0.05 CHF 100'000 100'000 86'661 86'664 3'464 CHF 4'330 CHF 99.95% 99.95%
12.11.2024 18.66% 0.04 CHF 0.05 CHF 75'000 75'000 74'726 74'725 3'644 CHF 4'391 CHF 99.75% 99.75%
11.11.2024 15.04% 0.06 CHF 0.07 CHF 50'000 50'000 50'299 50'300 3'097 CHF 3'600 CHF 99.80% 99.80%
08.11.2024 16.58% 0.06 CHF 0.07 CHF 75'000 75'000 55'140 55'137 3'045 CHF 3'596 CHF 99.82% 99.82%
07.11.2024 15.72% 0.06 CHF 0.07 CHF 50'000 50'000 55'929 55'930 3'260 CHF 3'819 CHF 96.70% 96.70%

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