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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.38% 99.38%
19.11.2024 46.23% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'545 250'000 16'602 CHF 6'721 CHF 98.43% 98.43%
18.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'205 250'000 14'943 CHF 6'250 CHF 99.19% 99.19%
15.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.39% 99.39%
14.11.2024 53.83% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'638 250'000 13'740 CHF 5'963 CHF 99.38% 99.38%
13.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'375 250'000 14'901 CHF 6'250 CHF 99.36% 99.36%
12.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'832 250'000 14'908 CHF 6'250 CHF 99.03% 99.03%
11.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'469 250'000 14'932 CHF 6'250 CHF 99.26% 99.26%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.37% 99.37%
07.11.2024 48.57% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'563 250'000 15'619 CHF 6'429 CHF 99.25% 99.25%

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