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
22.11.2024 47.13% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'434 CHF 6'608 CHF 99.39% 99.39%
20.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'828 250'000 9'928 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'204 250'000 9'952 CHF 5'000 CHF 99.26% 99.26%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'870 250'000 9'969 CHF 5'000 CHF 99.27% 99.27%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'696 250'000 9'937 CHF 5'000 CHF 99.37% 99.37%
14.11.2024 66.28% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'048 250'000 10'055 CHF 5'029 CHF 99.35% 99.35%
13.11.2024 58.68% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'343 250'000 12'340 CHF 5'599 CHF 99.37% 99.37%
12.11.2024 63.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'778 250'000 10'794 CHF 5'211 CHF 99.07% 99.07%
11.11.2024 66.54% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'421 250'000 10'002 CHF 5'010 CHF 99.22% 99.22%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.39% 99.39%

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