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 62.05% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'112 250'000 11'316 CHF 5'346 CHF 99.39% 99.39%
19.11.2024 51.32% 0.02 CHF 0.03 CHF 1'000'000 250'000 981'149 250'000 14'320 CHF 6'151 CHF 99.26% 99.26%
18.11.2024 50.12% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'965 CHF 6'241 CHF 99.23% 99.23%
15.11.2024 45.35% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'036 250'000 17'204 CHF 6'831 CHF 99.37% 99.37%
14.11.2024 49.97% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'460 250'000 14'930 CHF 6'253 CHF 99.35% 99.35%
13.11.2024 46.55% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'760 250'000 16'645 CHF 6'681 CHF 99.36% 99.36%
12.11.2024 40.17% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'166 250'000 20'116 CHF 7'553 CHF 99.05% 99.05%
11.11.2024 29.00% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'703 250'000 29'497 CHF 9'899 CHF 99.29% 99.29%
08.11.2024 28.81% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'755 CHF 9'939 CHF 99.37% 99.37%
07.11.2024 35.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'919 250'000 23'655 CHF 8'439 CHF 99.20% 99.20%

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