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 48.92% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'539 CHF 6'385 CHF 99.38% 99.38%
19.11.2024 43.36% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'134 250'000 18'202 CHF 7'080 CHF 99.28% 99.28%
18.11.2024 34.93% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'002 250'000 23'706 CHF 8'451 CHF 99.27% 99.27%
15.11.2024 30.72% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 27'780 CHF 9'445 CHF 99.39% 99.39%
14.11.2024 36.20% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'665 250'000 22'667 CHF 8'213 CHF 99.35% 99.35%
13.11.2024 32.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'171 250'000 25'494 CHF 8'916 CHF 99.36% 99.36%
12.11.2024 27.87% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'568 250'000 30'851 CHF 10'261 CHF 99.09% 99.09%
11.11.2024 22.28% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'357 250'000 39'705 CHF 12'473 CHF 99.23% 99.23%
08.11.2024 22.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'449 CHF 12'612 CHF 99.39% 99.39%
07.11.2024 22.61% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'303 250'000 39'034 CHF 12'326 CHF 99.28% 99.28%

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