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 51.43% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'573 250'000 14'459 CHF 6'143 CHF 99.38% 99.38%
19.11.2024 52.20% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'015 250'000 14'266 CHF 6'085 CHF 99.27% 99.27%
18.11.2024 65.78% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'534 250'000 10'232 CHF 5'067 CHF 99.31% 99.31%
15.11.2024 53.26% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'275 250'000 13'922 CHF 6'006 CHF 99.39% 99.39%
14.11.2024 51.51% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'709 250'000 14'457 CHF 6'138 CHF 99.35% 99.35%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'913 250'000 19'878 CHF 7'500 CHF 99.39% 99.39%
12.11.2024 40.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'488 250'000 19'823 CHF 7'483 CHF 99.09% 99.09%
11.11.2024 41.59% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'154 250'000 19'130 CHF 7'302 CHF 99.28% 99.28%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.39% 99.39%
07.11.2024 39.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'302 250'000 19'924 CHF 7'510 CHF 99.23% 99.23%

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