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 51.95% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'224 250'000 14'335 CHF 6'105 CHF 99.38% 99.38%
19.11.2024 49.69% 0.02 CHF 0.03 CHF 1'000'000 250'000 990'036 250'000 14'976 CHF 6'289 CHF 97.50% 97.50%
18.11.2024 39.74% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'197 CHF 7'549 CHF 99.27% 99.27%
15.11.2024 40.06% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'920 250'000 19'975 CHF 7'519 CHF 99.37% 99.37%
14.11.2024 44.34% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'600 250'000 17'740 CHF 6'957 CHF 99.35% 99.35%
13.11.2024 47.20% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'653 250'000 16'316 CHF 6'601 CHF 99.37% 99.37%
12.11.2024 48.13% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'805 250'000 15'769 CHF 6'484 CHF 99.06% 99.06%
11.11.2024 38.48% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'142 CHF 7'786 CHF 99.24% 99.24%
08.11.2024 40.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'924 250'000 19'846 CHF 7'497 CHF 99.38% 99.38%
07.11.2024 39.86% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'990 250'000 20'057 CHF 7'534 CHF 99.25% 99.25%

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