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 49.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'797 250'000 15'169 CHF 6'319 CHF 99.38% 99.38%
19.11.2024 45.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 981'470 250'000 17'060 CHF 6'858 CHF 99.09% 99.09%
18.11.2024 39.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'973 250'000 20'265 CHF 7'581 CHF 99.27% 99.27%
15.11.2024 34.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'612 250'000 24'226 CHF 8'596 CHF 99.38% 99.38%
14.11.2024 24.46% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'959 250'000 36'803 CHF 11'761 CHF 99.35% 99.35%
13.11.2024 19.99% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'136 257'873 44'796 CHF 14'231 CHF 99.39% 99.39%
12.11.2024 17.49% 0.05 CHF 0.06 CHF 1'000'000 250'000 950'771 459'518 49'625 CHF 28'699 CHF 99.08% 99.08%
11.11.2024 15.03% 0.07 CHF 0.08 CHF 775'000 400'000 826'361 419'516 50'828 CHF 30'011 CHF 99.22% 99.22%
08.11.2024 18.70% 0.06 CHF 0.07 CHF 925'000 475'000 973'824 366'137 47'646 CHF 22'192 CHF 99.39% 99.39%
07.11.2024 32.99% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'464 250'000 25'284 CHF 8'856 CHF 99.26% 99.26%

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