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 47.66% 0.02 CHF 0.05 CHF 500'000 50'000 500'000 45'927 17'030 CHF 2'502 CHF 64.68% 78.02%
19.11.2024 22.30% 0.04 CHF 0.05 CHF 500'000 75'000 499'990 52'683 36'755 CHF 4'599 CHF 99.66% 99.66%
18.11.2024 27.75% 0.05 CHF 0.06 CHF 500'000 75'000 499'995 52'905 29'502 CHF 4'071 CHF 91.98% 91.98%
15.11.2024 18.95% 0.06 CHF 0.07 CHF 500'000 75'000 499'972 52'679 44'112 CHF 5'475 CHF 99.66% 99.66%
14.11.2024 13.76% 0.15 CHF 0.16 CHF 350'000 75'000 400'652 53'212 50'645 CHF 7'841 CHF 83.13% 83.13%
13.11.2024 44.87% 0.06 CHF 0.07 CHF 500'000 75'000 500'000 54'844 18'161 CHF 3'072 CHF 65.91% 97.57%
12.11.2024 21.29% 0.02 CHF 0.04 CHF 500'000 75'000 499'575 52'936 38'847 CHF 4'862 CHF 91.35% 93.03%
11.11.2024 9.20% 0.13 CHF 0.14 CHF 400'000 75'000 268'101 52'825 50'935 CHF 10'901 CHF 94.53% 94.53%
08.11.2024 8.45% 0.24 CHF 0.25 CHF 220'000 75'000 242'423 52'880 51'068 CHF 12'122 CHF 94.93% 94.93%
07.11.2024 12.69% 0.21 CHF 0.22 CHF 250'000 75'000 355'723 52'734 50'739 CHF 8'957 CHF 99.66% 99.66%

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