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 93.75% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'938 CHF 3'984 CHF 99.45% 99.45%
19.11.2024 99.81% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'616 250'000 4'957 CHF 3'757 CHF 99.26% 99.26%
18.11.2024 98.72% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'340 250'000 5'119 CHF 3'798 CHF 99.29% 99.29%
15.11.2024 99.68% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'048 CHF 3'762 CHF 99.37% 99.37%
14.11.2024 99.66% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'408 250'000 5'018 CHF 3'763 CHF 99.15% 99.15%
13.11.2024 97.84% 0.01 CHF 0.02 CHF 1'000'000 250'000 881'194 223'305 4'731 CHF 3'431 CHF 98.94% 98.94%
12.11.2024 99.68% 0.01 CHF 0.02 CHF 500'000 125'000 496'234 125'000 2'506 CHF 1'881 CHF 99.02% 99.02%
11.11.2024 98.40% 0.01 CHF 0.02 CHF 500'000 125'000 492'832 125'000 2'582 CHF 1'907 CHF 99.15% 99.15%
08.11.2024 98.33% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 2'625 CHF 1'906 CHF 99.38% 99.38%
07.11.2024 66.28% 0.01 CHF 0.02 CHF 500'000 125'000 497'424 125'000 5'032 CHF 2'514 CHF 98.78% 98.78%

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