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 38.47% 0.03 CHF 0.04 CHF 1'000'000 250'000 987'441 250'000 20'865 CHF 7'793 CHF 99.05% 99.05%
19.11.2024 37.40% 0.03 CHF 0.04 CHF 1'000'000 250'000 976'108 250'000 21'467 CHF 7'987 CHF 98.93% 98.93%
18.11.2024 34.12% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'414 CHF 8'603 CHF 99.07% 99.07%
15.11.2024 39.50% 0.03 CHF 0.04 CHF 1'000'000 250'000 990'532 250'000 20'186 CHF 7'594 CHF 98.66% 98.66%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 981'209 250'000 19'624 CHF 7'500 CHF 99.45% 99.45%
13.11.2024 39.84% 0.02 CHF 0.03 CHF 1'000'000 250'000 872'560 222'399 17'573 CHF 6'703 CHF 99.28% 99.28%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 500'000 125'000 489'120 125'000 9'782 CHF 3'750 CHF 98.87% 98.87%
11.11.2024 37.58% 0.03 CHF 0.04 CHF 500'000 125'000 500'000 125'000 10'921 CHF 3'980 CHF 99.08% 99.08%
08.11.2024 33.33% 0.03 CHF 0.04 CHF 500'000 125'000 500'000 125'000 12'500 CHF 4'375 CHF 99.23% 99.23%
07.11.2024 31.93% 0.03 CHF 0.04 CHF 500'000 125'000 493'409 125'000 13'071 CHF 4'559 CHF 98.68% 98.68%

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