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 20.42% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'108 251'346 43'800 CHF 13'590 CHF 99.39% 99.39%
19.11.2024 15.96% 0.05 CHF 0.06 CHF 925'000 475'000 876'016 429'716 50'586 CHF 29'269 CHF 99.29% 99.29%
18.11.2024 19.30% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 354'641 46'957 CHF 20'430 CHF 99.30% 99.30%
15.11.2024 18.61% 0.05 CHF 0.06 CHF 1'000'000 500'000 987'262 418'985 48'238 CHF 24'863 CHF 99.38% 99.38%
14.11.2024 17.20% 0.05 CHF 0.06 CHF 1'000'000 500'000 945'858 478'515 50'295 CHF 30'239 CHF 99.35% 99.35%
13.11.2024 17.58% 0.06 CHF 0.07 CHF 850'000 425'000 944'472 437'381 49'120 CHF 27'358 CHF 99.39% 99.39%
12.11.2024 21.14% 0.05 CHF 0.06 CHF 1'000'000 250'000 989'783 259'411 42'040 CHF 13'657 CHF 99.03% 99.03%
11.11.2024 21.38% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 252'619 41'940 CHF 13'142 CHF 99.27% 99.27%
08.11.2024 21.94% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'212 250'000 40'453 CHF 12'681 CHF 99.38% 99.38%
07.11.2024 25.76% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'810 250'474 33'904 CHF 11'058 CHF 99.24% 99.24%

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