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 38.87% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'327 250'000 20'711 CHF 7'711 CHF 99.37% 99.37%
19.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'723 250'000 19'914 CHF 7'500 CHF 99.27% 99.27%
18.11.2024 36.17% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'869 CHF 8'217 CHF 99.31% 99.31%
15.11.2024 33.22% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'107 250'000 24'976 CHF 8'781 CHF 99.37% 99.37%
14.11.2024 27.17% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'389 250'000 31'773 CHF 10'492 CHF 99.37% 99.37%
13.11.2024 24.97% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'848 250'000 34'876 CHF 11'264 CHF 99.36% 99.36%
12.11.2024 24.36% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'197 250'000 36'002 CHF 11'543 CHF 99.08% 99.08%
11.11.2024 23.93% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'860 250'000 36'810 CHF 11'730 CHF 99.26% 99.26%
08.11.2024 24.12% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 36'586 CHF 11'647 CHF 99.39% 99.39%
07.11.2024 22.41% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'972 250'000 39'457 CHF 12'415 CHF 99.23% 99.23%

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