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 48.55% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'727 CHF 6'432 CHF 99.49% 99.49%
19.11.2024 51.66% 0.02 CHF 0.03 CHF 1'000'000 250'000 982'482 250'000 14'294 CHF 6'126 CHF 99.34% 99.34%
18.11.2024 41.48% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'260 CHF 7'315 CHF 99.18% 99.18%
15.11.2024 37.37% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'950 250'000 21'899 CHF 7'993 CHF 99.34% 99.34%
14.11.2024 24.04% 0.03 CHF 0.04 CHF 1'000'000 250'000 983'438 250'000 36'682 CHF 11'834 CHF 99.35% 99.35%
13.11.2024 22.80% 0.05 CHF 0.06 CHF 1'000'000 250'000 873'911 222'381 34'309 CHF 10'953 CHF 99.46% 99.46%
12.11.2024 23.79% 0.05 CHF 0.06 CHF 500'000 125'000 489'249 125'000 18'367 CHF 5'944 CHF 99.08% 99.08%
11.11.2024 46.45% 0.04 CHF 0.05 CHF 500'000 125'000 500'000 125'000 8'726 CHF 3'431 CHF 99.32% 99.32%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 5'000 CHF 2'500 CHF 99.35% 99.35%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 492'320 125'000 4'923 CHF 2'500 CHF 99.33% 99.33%

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