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 62.61% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 11'216 CHF 5'304 CHF 99.41% 99.41%
19.11.2024 50.05% 0.01 CHF 0.02 CHF 1'000'000 250'000 988'959 250'000 14'819 CHF 6'246 CHF 98.91% 98.91%
18.11.2024 50.02% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'993 CHF 6'248 CHF 99.29% 99.29%
15.11.2024 65.31% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'836 250'000 10'337 CHF 5'102 CHF 98.75% 98.75%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'825 250'000 9'858 CHF 5'000 CHF 99.16% 99.16%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 879'779 222'108 8'798 CHF 4'442 CHF 98.20% 98.20%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 488'816 125'000 4'888 CHF 2'500 CHF 98.96% 98.96%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 5'000 CHF 2'500 CHF 99.39% 99.39%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 5'000 CHF 2'500 CHF 99.47% 99.47%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 492'315 125'000 4'923 CHF 2'500 CHF 99.26% 99.26%

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