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 27.93% 0.04 CHF 0.05 CHF 1'000'000 250'000 986'548 250'000 30'495 CHF 10'225 CHF 98.83% 98.83%
19.11.2024 29.24% 0.03 CHF 0.04 CHF 1'000'000 250'000 999'685 250'000 29'335 CHF 9'836 CHF 99.24% 99.24%
18.11.2024 29.81% 0.04 CHF 0.05 CHF 1'000'000 250'000 985'381 257'766 29'276 CHF 10'395 CHF 97.88% 97.88%
15.11.2024 35.36% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 23'649 CHF 8'412 CHF 99.34% 99.34%
14.11.2024 29.84% 0.04 CHF 0.05 CHF 1'000'000 250'000 999'971 250'000 28'834 CHF 9'709 CHF 98.55% 98.55%
13.11.2024 35.28% 0.02 CHF 0.03 CHF 1'000'000 250'000 892'587 223'158 20'809 CHF 7'434 CHF 98.61% 98.61%
12.11.2024 24.47% 0.04 CHF 0.05 CHF 500'000 125'000 500'000 125'000 18'055 CHF 5'764 CHF 99.16% 99.16%
11.11.2024 39.58% 0.02 CHF 0.03 CHF 500'000 125'000 491'908 125'000 9'996 CHF 3'789 CHF 99.22% 99.22%
08.11.2024 29.59% 0.02 CHF 0.03 CHF 500'000 125'000 500'000 125'000 14'470 CHF 4'867 CHF 99.21% 99.21%
07.11.2024 29.15% 0.03 CHF 0.04 CHF 500'000 125'000 499'990 125'000 14'753 CHF 4'938 CHF 99.08% 99.08%

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