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 21.92% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'198 250'000 40'406 CHF 12'670 CHF 99.39% 99.39%
19.11.2024 21.96% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'643 250'000 40'423 CHF 12'649 CHF 99.28% 99.28%
18.11.2024 19.11% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 374'015 47'449 CHF 21'795 CHF 99.29% 99.29%
15.11.2024 16.84% 0.05 CHF 0.06 CHF 1'000'000 500'000 929'089 475'958 50'571 CHF 30'669 CHF 99.39% 99.39%
14.11.2024 14.16% 0.06 CHF 0.07 CHF 850'000 425'000 768'341 394'045 50'396 CHF 29'816 CHF 99.39% 99.39%
13.11.2024 12.56% 0.08 CHF 0.09 CHF 625'000 325'000 674'582 350'567 50'351 CHF 29'673 CHF 99.36% 99.36%
12.11.2024 12.19% 0.08 CHF 0.09 CHF 625'000 325'000 651'612 338'370 50'192 CHF 29'444 CHF 99.08% 99.08%
11.11.2024 11.68% 0.08 CHF 0.09 CHF 625'000 325'000 619'697 321'005 49'969 CHF 29'087 CHF 99.24% 99.24%
08.11.2024 11.87% 0.08 CHF 0.09 CHF 625'000 325'000 633'858 327'056 50'242 CHF 29'184 CHF 99.39% 99.39%
07.11.2024 11.31% 0.08 CHF 0.09 CHF 625'000 325'000 605'941 307'606 50'573 CHF 28'740 CHF 99.24% 99.24%

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