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 25.58% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 34'189 CHF 11'047 CHF 99.39% 99.39%
19.11.2024 25.03% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'034 250'000 34'787 CHF 11'249 CHF 99.29% 99.29%
18.11.2024 22.40% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'895 250'000 39'518 CHF 12'421 CHF 99.28% 99.28%
15.11.2024 22.30% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 39'855 CHF 12'464 CHF 99.39% 99.39%
14.11.2024 23.64% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'478 250'000 37'142 CHF 11'861 CHF 99.38% 99.38%
13.11.2024 22.72% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'075 250'000 38'832 CHF 12'277 CHF 99.38% 99.38%
12.11.2024 21.55% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'526 250'000 41'255 CHF 12'879 CHF 99.08% 99.08%
11.11.2024 19.94% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'382 260'435 44'970 CHF 14'400 CHF 99.26% 99.26%
08.11.2024 19.70% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 294'046 45'827 CHF 16'578 CHF 99.39% 99.39%
07.11.2024 19.90% 0.05 CHF 0.06 CHF 1'000'000 500'000 993'271 272'518 44'965 CHF 15'114 CHF 99.28% 99.28%

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