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 27.57% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'403 CHF 10'351 CHF 99.38% 99.38%
19.11.2024 27.61% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'032 250'000 31'267 CHF 10'361 CHF 99.29% 99.29%
18.11.2024 31.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'013 250'000 26'350 CHF 9'113 CHF 99.25% 99.25%
15.11.2024 32.97% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'380 CHF 8'845 CHF 99.39% 99.39%
14.11.2024 28.52% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'511 250'000 29'844 CHF 10'017 CHF 99.37% 99.37%
13.11.2024 28.43% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'084 250'000 29'994 CHF 10'050 CHF 99.38% 99.38%
12.11.2024 32.73% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'633 250'000 25'477 CHF 8'909 CHF 99.09% 99.09%
11.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'310 250'000 24'883 CHF 8'750 CHF 99.27% 99.27%
08.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.39% 99.39%
07.11.2024 29.98% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'343 250'000 28'319 CHF 9'630 CHF 99.28% 99.28%

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