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 33.15% 0.03 CHF 0.04 CHF 1'000'000 250'000 999'037 250'000 25'162 CHF 8'797 CHF 99.97% 99.97%
19.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.83% 99.83%
18.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'215 250'000 24'805 CHF 8'750 CHF 99.90% 99.90%
15.11.2024 30.17% 0.03 CHF 0.04 CHF 925'000 250'000 967'304 250'000 27'347 CHF 9'580 CHF 100.00% 100.00%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 900'000 250'000 838'520 250'000 25'156 CHF 10'000 CHF 99.54% 99.54%
13.11.2024 28.57% 0.03 CHF 0.04 CHF 925'000 250'000 813'186 250'000 24'396 CHF 10'000 CHF 99.96% 99.96%
12.11.2024 25.55% 0.03 CHF 0.04 CHF 725'000 250'000 648'384 250'000 22'139 CHF 11'057 CHF 99.81% 99.81%
11.11.2024 23.83% 0.04 CHF 0.05 CHF 575'000 250'000 543'666 250'000 20'101 CHF 11'776 CHF 99.81% 99.81%
08.11.2024 23.93% 0.04 CHF 0.05 CHF 575'000 250'000 551'957 250'000 20'274 CHF 11'741 CHF 99.80% 99.80%
07.11.2024 20.45% 0.04 CHF 0.05 CHF 450'000 250'000 430'121 250'000 18'886 CHF 13'495 CHF 99.88% 99.88%

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