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 37.38% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'550 250'000 21'858 CHF 7'992 CHF 99.37% 99.37%
19.11.2024 33.70% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'760 250'000 24'757 CHF 8'710 CHF 99.28% 99.28%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.26% 99.26%
15.11.2024 39.07% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'120 250'000 20'610 CHF 7'677 CHF 99.38% 99.38%
14.11.2024 20.47% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'878 250'000 43'762 CHF 13'487 CHF 99.35% 99.35%
13.11.2024 20.13% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'911 250'000 44'517 CHF 13'675 CHF 99.37% 99.37%
12.11.2024 21.23% 0.05 CHF 0.06 CHF 1'000'000 250'000 989'141 250'000 41'822 CHF 13'064 CHF 99.08% 99.08%
11.11.2024 22.41% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'771 251'480 39'875 CHF 12'603 CHF 91.10% 91.10%
08.11.2024 16.95% 0.06 CHF 0.07 CHF 925'000 475'000 931'721 474'358 50'324 CHF 30'369 CHF 99.39% 99.39%
07.11.2024 16.32% 0.06 CHF 0.07 CHF 925'000 475'000 900'021 460'857 50'641 CHF 30'534 CHF 99.26% 99.26%

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