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 50.87% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'333 250'000 14'638 CHF 6'185 CHF 99.37% 99.37%
19.11.2024 60.40% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'760 250'000 11'816 CHF 5'470 CHF 99.28% 99.28%
18.11.2024 50.23% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 14'933 CHF 6'233 CHF 99.26% 99.26%
15.11.2024 48.33% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'067 250'000 15'747 CHF 6'459 CHF 99.38% 99.38%
14.11.2024 38.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'529 250'000 21'338 CHF 7'869 CHF 99.35% 99.35%
13.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'874 250'000 24'872 CHF 8'750 CHF 99.35% 99.35%
12.11.2024 32.34% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'194 250'000 25'923 CHF 9'011 CHF 99.08% 99.08%
11.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'811 250'000 24'920 CHF 8'750 CHF 99.24% 99.24%
08.11.2024 33.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'072 CHF 8'768 CHF 99.39% 99.39%
07.11.2024 33.03% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'894 250'000 25'190 CHF 8'829 CHF 99.25% 99.25%

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