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 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.38% 99.38%
19.11.2024 29.86% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'765 250'000 28'459 CHF 9'661 CHF 99.28% 99.28%
18.11.2024 31.85% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'646 250'000 26'446 CHF 9'139 CHF 99.28% 99.28%
15.11.2024 35.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 23'012 CHF 8'253 CHF 99.39% 99.39%
14.11.2024 36.99% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'260 CHF 8'065 CHF 99.35% 99.35%
13.11.2024 37.30% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'979 250'000 21'877 CHF 8'006 CHF 99.36% 99.36%
12.11.2024 39.92% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'426 250'000 19'929 CHF 7'515 CHF 99.06% 99.06%
11.11.2024 40.04% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'142 250'000 19'884 CHF 7'495 CHF 99.27% 99.27%
08.11.2024 37.55% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'840 CHF 7'960 CHF 99.38% 99.38%
07.11.2024 28.20% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'171 250'000 30'507 CHF 10'186 CHF 99.25% 99.25%

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