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 45.18% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 75'000 10'144 CHF 2'427 CHF 96.88% 96.88%
19.11.2024 58.25% 0.02 CHF 0.03 CHF 500'000 75'000 500'000 75'000 10'447 CHF 2'859 CHF 96.71% 96.71%
18.11.2024 56.45% 0.03 CHF 0.04 CHF 500'000 75'000 500'000 63'971 12'016 CHF 2'624 CHF 100.00% 100.00%
15.11.2024 22.15% 0.04 CHF 0.05 CHF 500'000 50'000 500'000 50'000 24'235 CHF 3'027 CHF 83.19% 83.19%
14.11.2024 26.85% 0.05 CHF 0.07 CHF 500'000 50'000 500'000 50'000 24'592 CHF 3'219 CHF 99.27% 99.27%
13.11.2024 24.14% 0.05 CHF 0.06 CHF 500'000 50'000 499'381 49'685 31'059 CHF 3'915 CHF 95.44% 95.44%
12.11.2024 14.55% 0.08 CHF 0.09 CHF 500'000 50'000 495'575 50'000 39'896 CHF 4'658 CHF 87.29% 87.29%
11.11.2024 12.07% 0.09 CHF 0.11 CHF 454'868 50'000 469'969 50'000 42'297 CHF 5'082 CHF 99.46% 99.46%
08.11.2024 12.94% 0.09 CHF 0.11 CHF 455'147 50'000 472'072 50'000 42'571 CHF 5'138 CHF 100.00% 100.00%
07.11.2024 19.67% 0.09 CHF 0.11 CHF 474'054 50'000 460'063 48'746 41'494 CHF 5'347 CHF 99.05% 99.05%

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