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 91.98% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'545 250'000 6'135 CHF 4'051 CHF 98.77% 98.77%
19.11.2024 93.87% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'689 250'000 5'918 CHF 3'980 CHF 98.84% 98.84%
18.11.2024 92.80% 0.01 CHF 0.02 CHF 1'000'000 250'000 981'522 250'000 5'929 CHF 4'020 CHF 98.88% 98.88%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'889 250'000 4'999 CHF 3'750 CHF 98.67% 98.67%
14.11.2024 85.36% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'927 250'000 7'196 CHF 4'299 CHF 98.75% 98.75%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 887'468 223'248 4'437 CHF 3'349 CHF 98.93% 98.93%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 499'941 125'000 4'999 CHF 2'500 CHF 98.24% 98.24%
11.11.2024 100.00% 0.01 CHF 0.02 CHF 500'000 125'000 492'580 125'000 2'463 CHF 1'875 CHF 99.10% 99.10%
08.11.2024 72.85% 0.01 CHF 0.02 CHF 500'000 125'000 498'501 125'000 4'521 CHF 2'384 CHF 98.76% 98.76%
07.11.2024 67.92% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 4'906 CHF 2'477 CHF 99.26% 99.26%

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