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 10.58% 0.10 CHF 0.11 CHF 900'000 300'000 998'978 398'978 89'522 CHF 39'738 CHF 99.43% 99.43%
19.11.2024 9.73% 0.08 CHF 0.09 CHF 1'000'000 400'000 951'261 351'261 93'562 CHF 37'870 CHF 96.67% 96.67%
18.11.2024 7.32% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 118'732 CHF 42'577 CHF 97.71% 97.71%
15.11.2024 14.62% 0.12 CHF 0.13 CHF 900'000 300'000 997'036 472'603 67'711 CHF 35'899 CHF 96.40% 96.40%
14.11.2024 12.32% 0.08 CHF 0.09 CHF 1'000'000 400'000 997'396 444'256 87'943 CHF 42'014 CHF 93.00% 93.00%
13.11.2024 22.34% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'821 CHF 24'910 CHF 99.07% 99.07%
12.11.2024 27.60% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'531 CHF 20'765 CHF 99.37% 99.37%
11.11.2024 37.09% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'546 CHF 16'273 CHF 99.15% 99.15%
08.11.2024 31.61% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'342 CHF 18'671 CHF 98.88% 98.88%
07.11.2024 28.59% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'981 CHF 19'991 CHF 97.23% 97.23%

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