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 17.58% 0.05 CHF 0.06 CHF 1'000'000 400'000 901'997 301'997 47'029 CHF 18'763 CHF 99.36% 99.36%
19.11.2024 15.25% 0.06 CHF 0.07 CHF 900'000 300'000 895'666 298'555 54'297 CHF 21'085 CHF 99.31% 99.31%
18.11.2024 15.74% 0.07 CHF 0.08 CHF 750'000 250'000 884'312 296'157 52'088 CHF 20'393 CHF 99.40% 99.40%
15.11.2024 15.86% 0.06 CHF 0.07 CHF 900'000 300'000 907'223 307'223 53'020 CHF 20'986 CHF 99.36% 99.36%
14.11.2024 18.23% 0.05 CHF 0.06 CHF 1'000'000 400'000 993'432 393'432 49'634 CHF 23'567 CHF 98.00% 98.00%
13.11.2024 27.08% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 491'036 32'350 CHF 20'727 CHF 99.37% 99.37%
12.11.2024 20.90% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 405'116 43'420 CHF 21'597 CHF 93.09% 93.09%
11.11.2024 15.26% 0.05 CHF 0.06 CHF 1'000'000 400'000 904'462 304'462 54'942 CHF 21'514 CHF 99.36% 99.36%
08.11.2024 13.27% 0.06 CHF 0.07 CHF 900'000 300'000 888'818 296'273 62'907 CHF 23'932 CHF 97.86% 97.86%
07.11.2024 9.91% 0.10 CHF 0.11 CHF 750'000 250'000 750'000 250'000 72'140 CHF 26'547 CHF 98.61% 98.61%

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