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 68.69% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'391 250'000 9'650 CHF 4'924 CHF 99.38% 99.38%
19.11.2024 78.50% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 8'226 CHF 4'556 CHF 99.26% 99.26%
18.11.2024 92.98% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 6'053 CHF 4'013 CHF 99.30% 99.30%
15.11.2024 67.63% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'127 250'000 9'817 CHF 4'964 CHF 99.37% 99.37%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'933 250'000 9'969 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 66.66% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'776 250'000 9'971 CHF 5'001 CHF 99.38% 99.38%
12.11.2024 64.96% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'078 250'000 10'453 CHF 5'128 CHF 99.05% 99.05%
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 99.28% 99.28%
08.11.2024 62.73% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'939 250'000 11'121 CHF 5'295 CHF 99.38% 99.38%
07.11.2024 54.44% 0.02 CHF 0.03 CHF 1'000'000 250'000 977'622 250'000 13'387 CHF 5'917 CHF 93.53% 93.53%

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