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 21.26% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 289'290 42'612 CHF 15'490 CHF 99.37% 99.37%
20.11.2024 35.01% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'809 250'000 23'564 CHF 8'436 CHF 99.38% 99.38%
19.11.2024 34.21% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'274 250'000 24'224 CHF 8'586 CHF 99.25% 99.25%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'881 250'000 19'938 CHF 7'500 CHF 99.29% 99.29%
15.11.2024 37.09% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'662 250'000 22'050 CHF 8'045 CHF 99.37% 99.37%
14.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'058 250'000 24'851 CHF 8'750 CHF 99.34% 99.34%
13.11.2024 32.98% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'186 250'000 25'222 CHF 8'842 CHF 99.39% 99.39%
12.11.2024 33.07% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'643 250'000 25'152 CHF 8'822 CHF 99.08% 99.08%
11.11.2024 38.11% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'331 250'000 21'346 CHF 7'855 CHF 99.22% 99.22%
08.11.2024 28.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'437 CHF 10'109 CHF 99.39% 99.39%

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