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 31.42% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'504 CHF 18'752 CHF 99.45% 99.45%
19.11.2024 36.67% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'918 CHF 16'459 CHF 96.68% 96.68%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 408'466 40'078 CHF 20'443 CHF 97.68% 97.68%
15.11.2024 15.86% 0.04 CHF 0.05 CHF 1'000'000 400'000 914'626 314'626 53'343 CHF 21'398 CHF 96.49% 96.49%
14.11.2024 15.14% 0.07 CHF 0.08 CHF 900'000 300'000 930'463 330'463 56'917 CHF 23'496 CHF 99.40% 99.40%
13.11.2024 13.98% 0.06 CHF 0.07 CHF 900'000 300'000 911'369 311'369 60'853 CHF 23'846 CHF 99.06% 99.06%
12.11.2024 11.67% 0.08 CHF 0.09 CHF 900'000 300'000 824'502 274'834 66'556 CHF 24'934 CHF 99.26% 99.26%
11.11.2024 12.73% 0.09 CHF 0.10 CHF 750'000 250'000 868'773 289'591 64'070 CHF 24'253 CHF 99.36% 99.36%
08.11.2024 17.02% 0.07 CHF 0.08 CHF 900'000 300'000 976'984 378'822 53'422 CHF 24'260 CHF 99.35% 99.35%
07.11.2024 16.26% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 56'864 CHF 26'746 CHF 98.75% 98.75%

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