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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'696 250'000 9'947 CHF 5'000 CHF 99.37% 99.37%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.24% 99.24%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.26% 99.26%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'158 250'000 9'952 CHF 5'000 CHF 99.39% 99.39%
14.11.2024 66.35% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'017 250'000 10'054 CHF 5'024 CHF 99.35% 99.35%
13.11.2024 51.89% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'094 250'000 14'518 CHF 6'144 CHF 99.36% 99.36%
12.11.2024 46.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'541 250'000 16'618 CHF 6'694 CHF 99.06% 99.06%
11.11.2024 45.40% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'300 CHF 6'825 CHF 99.22% 99.22%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'200 250'000 19'864 CHF 7'500 CHF 99.38% 99.38%
07.11.2024 39.80% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'314 250'000 20'078 CHF 7'538 CHF 99.25% 99.25%

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