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 50.27% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'920 CHF 6'230 CHF 99.39% 99.39%
19.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'858 250'000 14'907 CHF 6'250 CHF 99.25% 99.25%
18.11.2024 50.15% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'784 250'000 14'892 CHF 6'239 CHF 99.27% 99.27%
15.11.2024 59.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'300 CHF 5'575 CHF 99.38% 99.38%
14.11.2024 63.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'898 CHF 5'225 CHF 99.37% 99.37%
13.11.2024 62.50% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'930 250'000 11'179 CHF 5'312 CHF 99.36% 99.36%
12.11.2024 64.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'369 250'000 10'460 CHF 5'132 CHF 99.06% 99.06%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'178 250'000 9'952 CHF 5'000 CHF 99.28% 99.28%
08.11.2024 56.78% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'966 CHF 5'742 CHF 99.39% 99.39%
07.11.2024 49.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'172 250'000 14'971 CHF 6'268 CHF 99.22% 99.22%

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