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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'834 250'000 19'897 CHF 7'500 CHF 99.37% 99.37%
19.11.2024 49.25% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'375 CHF 6'344 CHF 99.28% 99.28%
18.11.2024 39.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'740 CHF 7'685 CHF 99.30% 99.30%
15.11.2024 29.09% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'243 250'000 29'448 CHF 9'898 CHF 99.39% 99.39%
14.11.2024 33.18% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'144 250'000 25'063 CHF 8'790 CHF 99.35% 99.35%
13.11.2024 30.03% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'082 250'000 28'348 CHF 9'616 CHF 99.38% 99.38%
12.11.2024 32.96% 0.03 CHF 0.04 CHF 1'000'000 250'000 989'630 250'000 25'128 CHF 8'847 CHF 99.08% 99.08%
11.11.2024 28.71% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'583 CHF 10'146 CHF 99.31% 99.31%
08.11.2024 39.05% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'228 250'000 20'620 CHF 7'688 CHF 99.39% 99.39%
07.11.2024 28.78% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'442 250'000 30'153 CHF 10'070 CHF 99.27% 99.27%

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