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 38.19% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 21'360 CHF 7'840 CHF 99.81% 99.81%
19.11.2024 33.16% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'184 CHF 8'796 CHF 99.71% 99.71%
18.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'468 250'000 24'837 CHF 8'750 CHF 99.70% 99.70%
15.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.80% 99.80%
14.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.81% 99.81%
13.11.2024 33.34% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'997 CHF 8'749 CHF 99.80% 99.80%
12.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'272 250'000 24'807 CHF 8'750 CHF 99.50% 99.50%
11.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'198 250'000 24'830 CHF 8'750 CHF 99.70% 99.70%
08.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.81% 99.81%
07.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'812 250'000 24'895 CHF 8'750 CHF 95.68% 95.68%

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