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 60.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'107 250'000 11'697 CHF 5'437 CHF 99.36% 99.36%
19.11.2024 53.68% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 13'896 CHF 5'974 CHF 99.26% 99.26%
18.11.2024 54.97% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 13'508 CHF 5'877 CHF 99.29% 99.29%
15.11.2024 50.02% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'731 250'000 14'929 CHF 6'248 CHF 99.38% 99.38%
14.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'362 250'000 14'945 CHF 6'250 CHF 99.37% 99.37%
13.11.2024 49.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'339 250'000 14'969 CHF 6'256 CHF 99.39% 99.39%
12.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 990'354 250'000 14'855 CHF 6'250 CHF 99.07% 99.07%
11.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.28% 99.28%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'601 250'000 14'904 CHF 6'250 CHF 99.38% 99.38%
07.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'744 250'000 14'951 CHF 6'250 CHF 99.25% 99.25%

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