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 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'778 250'000 24'869 CHF 8'750 CHF 99.38% 99.38%
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 99.24% 99.24%
18.11.2024 32.63% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'742 CHF 8'936 CHF 99.29% 99.29%
15.11.2024 27.96% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'239 250'000 30'714 CHF 10'214 CHF 99.39% 99.39%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'986 250'000 29'880 CHF 10'000 CHF 99.37% 99.37%
13.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'024 250'000 29'881 CHF 10'000 CHF 99.39% 99.39%
12.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 989'512 250'000 29'682 CHF 9'999 CHF 99.09% 99.09%
11.11.2024 27.84% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 31'099 CHF 10'275 CHF 99.30% 99.30%
08.11.2024 32.98% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'300 250'000 25'199 CHF 8'842 CHF 99.38% 99.38%
07.11.2024 29.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'337 250'000 29'188 CHF 9'824 CHF 99.27% 99.27%

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