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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'550 250'000 9'946 CHF 5'000 CHF 99.39% 99.39%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.31% 99.31%
18.11.2024 66.15% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'156 CHF 5'039 CHF 99.30% 99.30%
15.11.2024 49.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'252 250'000 14'940 CHF 6'253 CHF 99.38% 99.38%
14.11.2024 50.74% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'808 250'000 14'734 CHF 6'199 CHF 99.38% 99.38%
13.11.2024 55.79% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'984 250'000 13'202 CHF 5'815 CHF 99.38% 99.38%
12.11.2024 45.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'757 250'000 16'856 CHF 6'752 CHF 99.04% 99.04%
11.11.2024 41.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'502 CHF 7'375 CHF 99.28% 99.28%
08.11.2024 37.28% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'137 250'000 21'905 CHF 8'011 CHF 99.39% 99.39%
07.11.2024 19.01% 0.04 CHF 0.05 CHF 1'000'000 250'000 980'502 400'318 47'240 CHF 23'835 CHF 99.26% 99.26%

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