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 39.62% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'562 250'000 20'148 CHF 7'571 CHF 99.37% 99.37%
19.11.2024 40.46% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'781 250'000 19'709 CHF 7'443 CHF 99.29% 99.29%
18.11.2024 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%
15.11.2024 33.77% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'063 250'000 24'760 CHF 8'721 CHF 99.38% 99.38%
14.11.2024 40.29% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'848 250'000 19'771 CHF 7'464 CHF 99.35% 99.35%
13.11.2024 44.92% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'730 250'000 17'476 CHF 6'885 CHF 99.39% 99.39%
12.11.2024 40.39% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'194 250'000 19'587 CHF 7'451 CHF 99.07% 99.07%
11.11.2024 38.48% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'434 250'000 21'003 CHF 7'786 CHF 91.09% 91.09%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'082 250'000 14'897 CHF 6'250 CHF 99.38% 99.38%
07.11.2024 50.75% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'176 250'000 14'717 CHF 6'194 CHF 99.23% 99.23%

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