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 31.20% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'222 250'000 27'069 CHF 9'310 CHF 99.39% 99.39%
19.11.2024 29.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'735 250'000 28'995 CHF 9'781 CHF 99.27% 99.27%
18.11.2024 26.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 32'273 CHF 10'568 CHF 99.28% 99.28%
15.11.2024 21.83% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'028 254'070 40'644 CHF 12'924 CHF 99.38% 99.38%
14.11.2024 17.50% 0.05 CHF 0.06 CHF 1'000'000 500'000 935'035 422'463 48'919 CHF 26'714 CHF 99.35% 99.35%
13.11.2024 14.84% 0.07 CHF 0.08 CHF 775'000 400'000 811'992 412'505 50'674 CHF 29'881 CHF 99.35% 99.35%
12.11.2024 14.12% 0.07 CHF 0.08 CHF 775'000 400'000 765'183 393'689 50'397 CHF 29'875 CHF 99.07% 99.07%
11.11.2024 13.34% 0.07 CHF 0.08 CHF 725'000 375'000 724'624 375'283 50'710 CHF 30'016 CHF 99.27% 99.27%
08.11.2024 13.89% 0.06 CHF 0.07 CHF 775'000 400'000 752'706 388'853 50'442 CHF 29'949 CHF 99.39% 99.39%
07.11.2024 13.23% 0.07 CHF 0.08 CHF 725'000 375'000 715'186 370'667 50'493 CHF 29'878 CHF 99.24% 99.24%

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