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
25.09.2024 14.63% 0.07 CHF 0.08 CHF 850'000 425'000 800'807 408'603 50'720 CHF 29'976 CHF 98.86% 98.86%
24.09.2024 14.87% 0.06 CHF 0.07 CHF 850'000 425'000 816'308 413'452 50'804 CHF 29'882 CHF 99.58% 99.58%
23.09.2024 17.13% 0.06 CHF 0.07 CHF 850'000 425'000 945'565 477'046 50'511 CHF 30'259 CHF 99.81% 99.81%
20.09.2024 15.33% 0.06 CHF 0.07 CHF 850'000 425'000 845'220 424'994 50'925 CHF 29'858 CHF 98.27% 98.27%
19.09.2024 16.61% 0.06 CHF 0.07 CHF 925'000 475'000 922'050 470'629 50'917 CHF 30'694 CHF 100.00% 100.00%
18.09.2024 18.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 491'175 49'851 CHF 29'418 CHF 99.80% 99.80%
12.09.2024 22.06% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'370 CHF 12'593 CHF 100.00% 100.00%
11.09.2024 20.85% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 253'090 43'098 CHF 13'443 CHF 99.81% 99.81%
10.09.2024 17.16% 0.05 CHF 0.06 CHF 1'000'000 500'000 939'866 479'956 50'117 CHF 30'401 CHF 98.58% 98.58%
09.09.2024 16.38% 0.05 CHF 0.06 CHF 1'000'000 500'000 886'842 448'958 49'689 CHF 29'650 CHF 99.23% 99.23%

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