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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.37% 99.37%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 984'984 250'000 9'850 CHF 5'000 CHF 98.26% 98.26%
18.11.2024 64.88% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'660 250'000 10'492 CHF 5'134 CHF 99.30% 99.30%
15.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.37% 99.37%
14.11.2024 50.62% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'814 CHF 6'203 CHF 99.36% 99.36%
13.11.2024 49.67% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'891 250'000 15'078 CHF 6'296 CHF 99.37% 99.37%
12.11.2024 44.67% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'391 250'000 17'532 CHF 6'916 CHF 99.06% 99.06%
11.11.2024 33.32% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'079 250'000 24'893 CHF 8'754 CHF 99.30% 99.30%
08.11.2024 34.24% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'321 CHF 8'580 CHF 99.38% 99.38%
07.11.2024 43.37% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'026 250'000 18'211 CHF 7'079 CHF 99.24% 99.24%

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