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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'259 250'000 19'885 CHF 7'500 CHF 99.38% 99.38%
19.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'631 250'000 19'933 CHF 7'500 CHF 99.25% 99.25%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.28% 99.28%
15.11.2024 38.88% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'874 250'000 20'720 CHF 7'709 CHF 99.38% 99.38%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'256 250'000 19'905 CHF 7'500 CHF 99.39% 99.39%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'643 250'000 19'913 CHF 7'500 CHF 99.37% 99.37%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'868 250'000 19'777 CHF 7'500 CHF 99.05% 99.05%
11.11.2024 37.77% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'671 CHF 7'918 CHF 99.27% 99.27%
08.11.2024 39.64% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'775 250'000 20'129 CHF 7'568 CHF 99.39% 99.39%
07.11.2024 34.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'765 250'000 24'333 CHF 8'610 CHF 99.24% 99.24%

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