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 23.63% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'480 CHF 11'870 CHF 99.38% 99.38%
19.11.2024 23.89% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'114 250'000 36'896 CHF 11'776 CHF 99.30% 99.30%
18.11.2024 27.44% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'878 250'000 31'460 CHF 10'396 CHF 99.30% 99.30%
15.11.2024 28.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'439 CHF 10'110 CHF 99.38% 99.38%
14.11.2024 24.05% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 36'714 CHF 11'679 CHF 99.39% 99.39%
13.11.2024 23.62% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'088 250'000 37'200 CHF 11'869 CHF 99.38% 99.38%
12.11.2024 25.79% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'601 250'000 33'680 CHF 10'976 CHF 99.08% 99.08%
11.11.2024 28.56% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'313 250'000 29'870 CHF 10'003 CHF 99.27% 99.27%
08.11.2024 28.43% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'195 CHF 10'049 CHF 99.39% 99.39%
07.11.2024 24.40% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'340 250'000 35'848 CHF 11'520 CHF 99.27% 99.27%

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