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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'041 250'000 4'975 CHF 3'750 CHF 99.39% 99.39%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.24% 99.24%
18.11.2024 99.58% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'063 CHF 3'766 CHF 99.28% 99.28%
15.11.2024 88.41% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'889 250'000 6'718 CHF 4'185 CHF 99.37% 99.37%
14.11.2024 82.27% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'736 250'000 7'627 CHF 4'415 CHF 99.34% 99.34%
13.11.2024 79.05% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'669 250'000 8'125 CHF 4'536 CHF 99.36% 99.36%
12.11.2024 66.98% 0.01 CHF 0.02 CHF 1'000'000 250'000 990'700 250'000 9'860 CHF 4'988 CHF 99.06% 99.06%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.24% 99.24%
08.11.2024 66.66% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'625 250'000 9'937 CHF 5'000 CHF 99.39% 99.39%
07.11.2024 56.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'872 250'000 13'164 CHF 5'803 CHF 99.26% 99.26%

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