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 36.85% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 17'067 CHF 8'189 CHF 98.83% 98.83%
19.11.2024 32.01% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 20'245 CHF 9'248 CHF 99.17% 99.17%
18.11.2024 31.33% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 21'109 CHF 9'536 CHF 99.22% 99.22%
15.11.2024 26.50% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 24'947 CHF 10'816 CHF 99.16% 99.16%
14.11.2024 27.38% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 23'924 CHF 10'475 CHF 99.15% 99.15%
13.11.2024 27.23% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 24'103 CHF 10'535 CHF 98.95% 98.95%
12.11.2024 23.90% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 28'015 CHF 11'838 CHF 99.16% 99.16%
11.11.2024 22.17% 0.05 CHF 0.06 CHF 750'000 250'000 750'000 250'000 30'479 CHF 12'660 CHF 99.17% 99.17%
08.11.2024 21.38% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 31'560 CHF 13'020 CHF 99.16% 99.16%
07.11.2024 19.57% 0.04 CHF 0.05 CHF 750'000 250'000 750'000 250'000 34'917 CHF 14'139 CHF 97.77% 97.77%

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