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 1'000'000 1'000'000 1'000'000 1'000'000 10'000 CHF 20'000 CHF 0.05% 99.56%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 10'000 CHF 20'000 CHF 0.04% 99.53%
18.11.2024 - 0.01 CHF 0.02 CHF 1'000'000 350'000 0 0 0 CHF 0 CHF 0.00% 99.58%
15.11.2024 80.95% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 7'372 CHF 17'372 CHF 0.01% 98.36%
14.11.2024 62.50% 0.01 CHF 0.02 CHF 900'000 900'000 900'000 900'000 9'900 CHF 18'900 CHF 0.01% 99.52%
13.11.2024 55.56% 0.01 CHF 0.02 CHF 800'000 800'000 800'000 800'000 10'400 CHF 18'400 CHF 0.03% 99.58%
12.11.2024 60.03% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 11'672 CHF 21'672 CHF 0.04% 99.57%
11.11.2024 53.36% 0.01 CHF 0.02 CHF 350'000 350'000 350'000 350'000 5'157 CHF 8'657 CHF 99.00% 99.00%
08.11.2024 24.89% 0.04 CHF 0.05 CHF 400'000 400'000 400'000 400'000 14'077 CHF 18'077 CHF 99.51% 99.51%
07.11.2024 27.83% 0.03 CHF 0.04 CHF 300'000 300'000 300'000 300'000 9'303 CHF 12'303 CHF 99.07% 99.07%

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