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 66.66% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'003 CHF 5'001 CHF 99.22% 99.22%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'647 250'000 9'996 CHF 5'000 CHF 99.03% 99.03%
18.11.2024 63.32% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'388 250'000 10'839 CHF 5'251 CHF 97.86% 97.86%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'105 250'000 9'951 CHF 5'000 CHF 97.79% 97.79%
14.11.2024 64.75% 0.02 CHF 0.03 CHF 1'000'000 250'000 999'944 250'000 10'574 CHF 5'144 CHF 98.73% 98.73%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 891'173 222'820 8'912 CHF 4'456 CHF 97.38% 97.38%
12.11.2024 52.14% 0.02 CHF 0.03 CHF 500'000 125'000 499'439 125'000 7'170 CHF 3'045 CHF 98.56% 98.56%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 491'485 125'000 4'915 CHF 2'500 CHF 99.38% 99.38%
08.11.2024 58.61% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 6'208 CHF 2'802 CHF 99.31% 99.31%
07.11.2024 60.02% 0.01 CHF 0.02 CHF 500'000 125'000 499'994 125'000 5'997 CHF 2'749 CHF 98.71% 98.71%

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