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 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 999'028 499'676 49'951 CHF 29'981 CHF 99.81% 99.81%
19.11.2024 16.04% 0.06 CHF 0.07 CHF 925'000 475'000 889'908 451'605 51'062 CHF 30'417 CHF 99.72% 99.72%
18.11.2024 16.67% 0.06 CHF 0.07 CHF 925'000 475'000 919'150 473'050 50'553 CHF 30'748 CHF 99.69% 99.69%
15.11.2024 16.83% 0.06 CHF 0.07 CHF 925'000 475'000 932'071 477'357 50'723 CHF 30'756 CHF 99.80% 99.80%
14.11.2024 17.29% 0.05 CHF 0.06 CHF 1'000'000 500'000 956'307 485'435 50'556 CHF 30'532 CHF 99.80% 99.80%
13.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 999'048 499'682 49'958 CHF 29'984 CHF 99.81% 99.81%
12.11.2024 16.67% 0.06 CHF 0.07 CHF 925'000 475'000 918'074 472'690 50'494 CHF 30'725 CHF 99.50% 99.50%
11.11.2024 16.77% 0.06 CHF 0.07 CHF 925'000 475'000 924'977 474'991 50'527 CHF 30'700 CHF 99.70% 99.70%
08.11.2024 16.67% 0.06 CHF 0.07 CHF 925'000 475'000 926'048 475'350 50'933 CHF 30'898 CHF 99.81% 99.81%
07.11.2024 18.14% 0.05 CHF 0.06 CHF 1'000'000 500'000 994'185 498'059 49'829 CHF 29'944 CHF 95.68% 95.68%

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