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 33.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'369 250'000 25'050 CHF 8'791 CHF 99.39% 99.39%
19.11.2024 38.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'072 CHF 7'768 CHF 99.27% 99.27%
18.11.2024 34.74% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 23'948 CHF 8'487 CHF 99.30% 99.30%
15.11.2024 27.31% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'180 250'000 31'666 CHF 10'445 CHF 99.38% 99.38%
14.11.2024 25.59% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'236 CHF 11'059 CHF 99.34% 99.34%
13.11.2024 24.40% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 36'240 CHF 11'560 CHF 99.37% 99.37%
12.11.2024 21.16% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'753 250'204 42'158 CHF 13'119 CHF 99.06% 99.06%
11.11.2024 14.78% 0.07 CHF 0.08 CHF 775'000 400'000 807'418 413'093 50'588 CHF 30'033 CHF 99.29% 99.29%
08.11.2024 19.13% 0.04 CHF 0.05 CHF 1'000'000 250'000 981'563 335'935 46'615 CHF 19'696 CHF 99.39% 99.39%
07.11.2024 17.21% 0.06 CHF 0.07 CHF 775'000 400'000 907'057 390'793 48'598 CHF 25'583 CHF 99.30% 99.30%

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