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 21.40% 0.05 CHF 0.06 CHF 1'000'000 500'000 991'761 292'864 41'796 CHF 15'579 CHF 99.38% 99.38%
19.11.2024 21.12% 0.05 CHF 0.06 CHF 1'000'000 500'000 980'345 343'401 43'566 CHF 19'449 CHF 99.27% 99.27%
18.11.2024 40.28% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'536 250'000 19'789 CHF 7'464 CHF 99.31% 99.31%
15.11.2024 39.21% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'275 250'000 20'549 CHF 7'671 CHF 99.39% 99.39%
14.11.2024 33.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 988'904 253'089 24'449 CHF 8'777 CHF 99.38% 99.38%
13.11.2024 15.09% 0.06 CHF 0.07 CHF 775'000 400'000 821'778 419'185 50'366 CHF 29'891 CHF 99.39% 99.39%
12.11.2024 19.25% 0.07 CHF 0.08 CHF 925'000 475'000 982'894 315'828 46'495 CHF 18'553 CHF 99.06% 99.06%
11.11.2024 23.64% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'155 250'000 37'313 CHF 11'862 CHF 99.28% 99.28%
08.11.2024 20.21% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 278'876 44'688 CHF 15'385 CHF 99.38% 99.38%
07.11.2024 20.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 989'103 345'673 44'987 CHF 19'672 CHF 99.23% 99.23%

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