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
22.11.2024 48.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'109 250'000 15'518 CHF 6'394 CHF 95.68% 95.68%
20.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'420 250'000 14'917 CHF 6'250 CHF 99.39% 99.39%
19.11.2024 49.92% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'806 250'000 14'992 CHF 6'260 CHF 99.27% 99.27%
18.11.2024 40.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'996 CHF 7'499 CHF 99.28% 99.28%
15.11.2024 39.22% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'042 250'000 20'519 CHF 7'654 CHF 99.39% 99.39%
14.11.2024 49.38% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'885 250'000 15'247 CHF 6'327 CHF 99.35% 99.35%
13.11.2024 48.88% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'902 250'000 15'500 CHF 6'390 CHF 99.37% 99.37%
12.11.2024 41.97% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'251 250'000 18'799 CHF 7'254 CHF 99.07% 99.07%
11.11.2024 40.44% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'442 250'000 19'669 CHF 7'445 CHF 91.10% 91.10%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'008 250'000 14'895 CHF 6'250 CHF 99.39% 99.39%

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