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 35.24% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'548 250'000 23'437 CHF 8'393 CHF 99.39% 99.39%
19.11.2024 29.18% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'524 CHF 9'881 CHF 99.27% 99.27%
18.11.2024 32.61% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'759 CHF 8'940 CHF 99.30% 99.30%
15.11.2024 28.92% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'255 250'000 29'554 CHF 9'924 CHF 99.38% 99.38%
14.11.2024 28.13% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'808 250'000 30'494 CHF 10'155 CHF 99.38% 99.38%
13.11.2024 27.78% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'956 250'000 30'989 CHF 10'278 CHF 99.38% 99.38%
12.11.2024 31.91% 0.03 CHF 0.04 CHF 1'000'000 250'000 989'485 250'000 26'208 CHF 9'122 CHF 99.07% 99.07%
11.11.2024 31.71% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'708 CHF 9'177 CHF 99.29% 99.29%
08.11.2024 31.79% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'129 250'000 26'445 CHF 9'161 CHF 99.39% 99.39%
07.11.2024 33.12% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'317 251'223 25'220 CHF 8'888 CHF 99.25% 99.25%

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