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 39.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'559 250'000 20'306 CHF 7'604 CHF 99.39% 99.39%
19.11.2024 39.56% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'350 CHF 7'587 CHF 99.26% 99.26%
18.11.2024 30.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'307 CHF 9'577 CHF 99.30% 99.30%
15.11.2024 24.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'205 250'000 36'235 CHF 11'601 CHF 99.39% 99.39%
14.11.2024 21.82% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'824 250'000 41'221 CHF 12'852 CHF 99.38% 99.38%
13.11.2024 22.58% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'000 250'000 39'379 CHF 12'385 CHF 99.38% 99.38%
12.11.2024 19.15% 0.05 CHF 0.06 CHF 1'000'000 250'000 978'950 376'571 46'605 CHF 22'147 CHF 99.06% 99.06%
11.11.2024 17.88% 0.05 CHF 0.06 CHF 925'000 475'000 977'962 482'045 49'886 CHF 29'471 CHF 99.28% 99.28%
08.11.2024 14.08% 0.07 CHF 0.08 CHF 775'000 400'000 764'679 392'554 50'471 CHF 29'869 CHF 99.38% 99.38%
07.11.2024 6.03% 0.13 CHF 0.14 CHF 375'000 375'000 325'894 325'894 52'429 CHF 55'688 CHF 99.27% 99.27%

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