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 45.12% 0.02 CHF 0.03 CHF 975'000 250'000 977'207 250'000 16'990 CHF 6'859 CHF 99.97% 99.97%
19.11.2024 42.20% 0.02 CHF 0.03 CHF 775'000 250'000 746'790 250'000 13'838 CHF 7'225 CHF 99.81% 99.81%
18.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'528 250'000 14'888 CHF 6'250 CHF 99.90% 99.90%
15.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 100.00% 100.00%
14.11.2024 46.36% 0.02 CHF 0.03 CHF 1'000'000 250'000 979'207 250'000 16'407 CHF 6'706 CHF 99.55% 99.55%
13.11.2024 41.09% 0.02 CHF 0.03 CHF 450'000 250'000 612'107 250'000 11'698 CHF 7'364 CHF 99.95% 99.95%
12.11.2024 47.30% 0.02 CHF 0.03 CHF 1'000'000 250'000 891'921 250'000 14'205 CHF 6'588 CHF 99.77% 99.77%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 625'000 250'000 731'455 250'000 14'629 CHF 7'500 CHF 99.81% 99.81%
08.11.2024 35.68% 0.02 CHF 0.03 CHF 475'000 250'000 473'836 250'000 10'799 CHF 8'310 CHF 99.82% 99.82%
07.11.2024 45.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 961'176 250'000 16'743 CHF 6'874 CHF 99.90% 99.90%

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