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
19.12.2024 56.64% 0.02 CHF 0.03 CHF 1'000'000 250'000 999'761 250'000 13'006 CHF 5'752 CHF 98.83% 98.83%
18.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 979'821 250'000 9'798 CHF 5'000 CHF 96.26% 96.26%
17.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.44% 99.44%
16.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'661 250'000 9'967 CHF 5'000 CHF 98.35% 98.35%
13.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 988'378 250'000 9'884 CHF 5'000 CHF 99.28% 99.28%
12.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 984'577 250'000 9'846 CHF 5'000 CHF 98.01% 98.01%
11.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.12% 99.12%
10.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 987'821 250'000 9'878 CHF 5'000 CHF 98.53% 98.53%
09.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.47% 99.47%
06.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'723 250'000 9'947 CHF 5'000 CHF 98.48% 98.48%

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