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
25.11.2024 97.95% 0.01 CHF 0.03 CHF 1'000'000 250'000 994'952 250'000 10'477 CHF 7'632 CHF 97.63% 97.63%
22.11.2024 99.59% 0.01 CHF 0.03 CHF 1'000'000 250'000 994'418 250'000 10'048 CHF 7'526 CHF 99.43% 99.43%
20.11.2024 90.76% 0.02 CHF 0.04 CHF 1'000'000 250'000 989'254 262'968 14'101 CHF 9'626 CHF 96.61% 96.61%
19.11.2024 55.03% 0.02 CHF 0.04 CHF 1'000'000 250'000 999'998 250'000 27'384 CHF 11'846 CHF 98.59% 98.59%
18.11.2024 80.24% 0.02 CHF 0.04 CHF 1'000'000 250'000 983'180 250'000 14'778 CHF 8'762 CHF 99.34% 99.34%
15.11.2024 68.94% 0.01 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'367 CHF 9'842 CHF 99.43% 99.43%
14.11.2024 68.17% 0.02 CHF 0.04 CHF 1'000'000 250'000 993'503 250'000 19'421 CHF 9'888 CHF 98.73% 98.73%
13.11.2024 124.45% 0.02 CHF 0.04 CHF 1'000'000 250'000 893'038 223'260 7'680 CHF 6'487 CHF 99.34% 99.34%
12.11.2024 52.59% 0.02 CHF 0.04 CHF 500'000 125'000 497'091 125'000 14'148 CHF 6'059 CHF 98.85% 98.85%
11.11.2024 49.19% 0.03 CHF 0.05 CHF 500'000 125'000 487'498 125'000 15'022 CHF 6'346 CHF 99.38% 99.38%

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