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 80.02% 0.02 CHF 0.04 CHF 1'000'000 250'000 986'061 250'000 14'786 CHF 8'749 CHF 98.82% 98.82%
19.11.2024 98.73% 0.01 CHF 0.03 CHF 1'000'000 250'000 992'820 250'000 10'248 CHF 7'580 CHF 99.15% 99.15%
18.11.2024 90.25% 0.01 CHF 0.03 CHF 1'000'000 250'000 987'877 250'000 12'316 CHF 8'109 CHF 97.81% 97.81%
15.11.2024 65.68% 0.02 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 20'775 CHF 10'194 CHF 99.26% 99.26%
14.11.2024 44.80% 0.03 CHF 0.05 CHF 1'000'000 250'000 997'134 253'569 35'086 CHF 13'989 CHF 98.48% 98.48%
13.11.2024 35.48% 0.05 CHF 0.07 CHF 1'000'000 500'000 877'600 286'994 40'892 CHF 19'321 CHF 98.60% 98.60%
12.11.2024 33.28% 0.04 CHF 0.06 CHF 500'000 125'000 475'496 206'394 23'967 CHF 14'808 CHF 99.13% 99.13%
11.11.2024 32.37% 0.07 CHF 0.09 CHF 425'000 213'000 465'718 197'752 24'211 CHF 14'493 CHF 98.99% 98.99%
08.11.2024 51.27% 0.05 CHF 0.07 CHF 500'000 125'000 500'000 125'000 14'873 CHF 6'218 CHF 99.26% 99.26%
07.11.2024 64.85% 0.03 CHF 0.05 CHF 500'000 125'000 496'077 125'000 10'375 CHF 5'120 CHF 98.83% 98.83%

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