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
25.09.2024 35.54% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 23'347 CHF 8'337 CHF 98.73% 98.73%
24.09.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.04% 99.04%
23.09.2024 49.74% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'132 CHF 6'283 CHF 98.59% 98.59%
20.09.2024 40.27% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'129 250'000 19'748 CHF 7'466 CHF 97.61% 97.61%
19.09.2024 28.38% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'586 250'000 30'145 CHF 10'077 CHF 99.39% 99.39%
18.09.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'572 250'000 29'844 CHF 10'002 CHF 99.23% 99.23%
12.09.2024 26.03% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 33'561 CHF 10'890 CHF 99.04% 99.04%
11.09.2024 24.57% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'266 250'000 35'619 CHF 11'446 CHF 99.18% 99.18%
10.09.2024 21.80% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'095 250'000 40'809 CHF 12'741 CHF 98.54% 98.54%
09.09.2024 21.79% 0.05 CHF 0.06 CHF 1'000'000 250'000 989'782 250'000 40'567 CHF 12'750 CHF 98.80% 98.80%

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