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
22.11.2024 56.34% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'677 250'000 13'000 CHF 5'774 CHF 98.56% 98.56%
20.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'395 250'000 14'931 CHF 6'250 CHF 99.38% 99.38%
19.11.2024 51.79% 0.02 CHF 0.03 CHF 1'000'000 250'000 990'384 250'000 14'519 CHF 6'159 CHF 97.13% 97.13%
18.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.24% 99.24%
15.11.2024 49.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'145 250'000 15'156 CHF 6'304 CHF 99.37% 99.37%
14.11.2024 40.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'773 250'000 19'931 CHF 7'499 CHF 99.38% 99.38%
13.11.2024 45.58% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'848 250'000 17'150 CHF 6'803 CHF 99.37% 99.37%
12.11.2024 39.44% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'056 250'000 20'302 CHF 7'605 CHF 99.05% 99.05%
11.11.2024 41.87% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'065 CHF 7'266 CHF 99.23% 99.23%
08.11.2024 40.09% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'898 250'000 19'834 CHF 7'489 CHF 99.38% 99.38%

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