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 39.28% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'149 250'000 20'441 CHF 7'635 CHF 99.38% 99.38%
19.11.2024 40.49% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'791 CHF 7'448 CHF 99.26% 99.26%
18.11.2024 32.21% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'180 CHF 9'045 CHF 99.30% 99.30%
15.11.2024 29.09% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'899 250'000 29'335 CHF 9'865 CHF 99.37% 99.37%
14.11.2024 33.92% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'527 250'000 24'476 CHF 8'641 CHF 99.37% 99.37%
13.11.2024 32.25% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'688 250'000 26'116 CHF 9'050 CHF 99.36% 99.36%
12.11.2024 26.72% 0.03 CHF 0.04 CHF 1'000'000 250'000 990'870 250'777 32'365 CHF 10'706 CHF 99.04% 99.04%
11.11.2024 16.82% 0.05 CHF 0.06 CHF 1'000'000 500'000 929'658 474'356 50'674 CHF 30'602 CHF 99.24% 99.24%
08.11.2024 21.03% 0.04 CHF 0.05 CHF 1'000'000 250'000 984'313 289'664 42'264 CHF 15'753 CHF 99.39% 99.39%
07.11.2024 12.72% 0.09 CHF 0.10 CHF 600'000 300'000 694'943 353'814 51'088 CHF 29'544 CHF 99.22% 99.22%

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