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 58.63% 0.02 CHF 0.03 CHF 700'000 250'000 781'874 250'000 9'496 CHF 5'603 CHF 99.96% 99.96%
19.11.2024 51.67% 0.02 CHF 0.03 CHF 625'000 250'000 619'797 250'000 8'878 CHF 6'127 CHF 99.81% 99.81%
18.11.2024 51.06% 0.02 CHF 0.03 CHF 750'000 250'000 714'489 250'000 10'421 CHF 6'170 CHF 99.92% 99.92%
15.11.2024 53.41% 0.01 CHF 0.02 CHF 925'000 250'000 793'362 250'000 10'981 CHF 5'994 CHF 100.00% 100.00%
14.11.2024 54.69% 0.01 CHF 0.02 CHF 900'000 250'000 855'111 250'000 11'558 CHF 5'898 CHF 99.52% 99.52%
13.11.2024 58.68% 0.02 CHF 0.03 CHF 750'000 250'000 874'866 250'000 10'569 CHF 5'599 CHF 99.96% 99.96%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.82% 99.82%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.81% 99.81%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.86% 99.86%
07.11.2024 66.39% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'728 250'000 10'080 CHF 5'021 CHF 99.90% 99.90%

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