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 49.82% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'054 250'000 15'002 CHF 6'273 CHF 99.37% 99.37%
19.11.2024 46.65% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'141 250'000 16'619 CHF 6'669 CHF 98.59% 98.59%
18.11.2024 31.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'519 CHF 9'130 CHF 99.26% 99.26%
15.11.2024 25.46% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'630 250'000 34'256 CHF 11'111 CHF 99.38% 99.38%
14.11.2024 26.48% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'323 250'000 33'365 CHF 10'882 CHF 99.35% 99.35%
13.11.2024 30.73% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'391 250'000 27'923 CHF 9'509 CHF 99.37% 99.37%
12.11.2024 20.47% 0.04 CHF 0.05 CHF 1'000'000 250'000 960'078 346'218 43'791 CHF 20'050 CHF 99.05% 99.05%
11.11.2024 24.94% 0.05 CHF 0.06 CHF 1'000'000 250'000 992'129 294'313 36'944 CHF 14'576 CHF 99.29% 99.29%
08.11.2024 38.12% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'719 250'000 21'347 CHF 7'873 CHF 99.38% 99.38%
07.11.2024 31.16% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'796 250'000 27'152 CHF 9'319 CHF 99.19% 99.19%

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