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 33.46% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'466 250'000 24'851 CHF 8'760 CHF 99.41% 99.41%
19.11.2024 31.91% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'920 254'701 26'513 CHF 9'353 CHF 99.25% 99.25%
18.11.2024 15.82% 0.05 CHF 0.06 CHF 1'000'000 500'000 857'752 428'638 49'933 CHF 29'327 CHF 99.31% 99.31%
15.11.2024 10.49% 0.09 CHF 0.10 CHF 600'000 300'000 555'035 374'608 50'129 CHF 38'298 CHF 99.39% 99.39%
14.11.2024 6.01% 0.12 CHF 0.13 CHF 425'000 425'000 337'301 327'001 54'735 CHF 56'129 CHF 99.38% 99.38%
13.11.2024 16.99% 0.06 CHF 0.07 CHF 1'000'000 500'000 933'451 466'740 50'347 CHF 29'879 CHF 99.39% 99.39%
12.11.2024 12.78% 0.05 CHF 0.06 CHF 850'000 425'000 680'215 354'883 49'802 CHF 29'584 CHF 99.07% 99.07%
11.11.2024 8.05% 0.11 CHF 0.12 CHF 425'000 425'000 430'970 430'970 51'389 CHF 55'698 CHF 99.27% 99.27%
08.11.2024 9.39% 0.09 CHF 0.10 CHF 500'000 500'000 497'802 428'500 50'516 CHF 48'502 CHF 99.38% 99.38%
07.11.2024 7.51% 0.15 CHF 0.16 CHF 350'000 350'000 403'921 403'921 51'876 CHF 55'915 CHF 99.23% 99.23%

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