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
22.11.2024 65.29% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'413 CHF 5'103 CHF 99.36% 99.36%
20.11.2024 58.76% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'381 250'000 12'315 CHF 5'593 CHF 99.36% 99.36%
19.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'687 250'000 14'950 CHF 6'250 CHF 99.25% 99.25%
18.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.27% 99.27%
15.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'970 250'000 14'925 CHF 6'250 CHF 99.37% 99.37%
14.11.2024 49.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'437 250'000 14'958 CHF 6'257 CHF 99.38% 99.38%
13.11.2024 48.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'737 250'000 15'445 CHF 6'377 CHF 99.36% 99.36%
12.11.2024 49.94% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'810 250'000 14'863 CHF 6'258 CHF 99.07% 99.07%
11.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.27% 99.27%
08.11.2024 40.16% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'941 250'000 19'780 CHF 7'480 CHF 99.38% 99.38%

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