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 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.16% 99.16%
19.11.2024 65.25% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'898 CHF 5'133 CHF 99.17% 99.17%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'500 CHF 5'000 CHF 99.22% 99.22%
15.11.2024 66.20% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 7'630 CHF 5'043 CHF 99.17% 99.17%
14.11.2024 56.16% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 10'454 CHF 5'985 CHF 99.15% 99.15%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 15'000 CHF 7'500 CHF 99.16% 99.16%
12.11.2024 33.77% 0.03 CHF 0.04 CHF 750'000 250'000 750'000 250'000 19'090 CHF 8'863 CHF 99.16% 99.16%
11.11.2024 57.13% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 10'181 CHF 5'894 CHF 99.16% 99.16%
08.11.2024 49.60% 0.01 CHF 0.02 CHF 750'000 250'000 750'000 250'000 12'300 CHF 6'600 CHF 99.17% 99.17%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 750'000 250'000 750'000 250'000 15'000 CHF 7'500 CHF 98.18% 98.18%

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