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 52.05% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'515 250'000 14'304 CHF 6'096 CHF 99.38% 99.38%
19.11.2024 50.13% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'859 250'000 14'914 CHF 6'240 CHF 99.27% 99.27%
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 48.64% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'109 250'000 15'609 CHF 6'421 CHF 99.38% 99.38%
14.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'690 250'000 14'935 CHF 6'250 CHF 99.37% 99.37%
13.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'748 250'000 14'936 CHF 6'250 CHF 99.39% 99.39%
12.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'100 250'000 14'837 CHF 6'250 CHF 99.08% 99.08%
11.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'149 250'000 14'912 CHF 6'250 CHF 91.14% 91.14%
08.11.2024 54.40% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'026 250'000 13'576 CHF 5'920 CHF 99.39% 99.39%
07.11.2024 53.49% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'051 250'000 13'894 CHF 5'988 CHF 99.27% 99.27%

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