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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'920 250'000 9'929 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'250 250'000 9'953 CHF 5'000 CHF 99.26% 99.26%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.28% 99.28%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'583 250'000 9'936 CHF 5'000 CHF 99.39% 99.39%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'105 250'000 9'941 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 53.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'311 250'000 13'833 CHF 5'980 CHF 99.38% 99.38%
12.11.2024 48.04% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'662 250'000 15'873 CHF 6'495 CHF 99.10% 99.10%
11.11.2024 46.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'496 250'000 16'944 CHF 6'749 CHF 99.27% 99.27%
08.11.2024 41.82% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'088 CHF 7'272 CHF 99.39% 99.39%
07.11.2024 36.06% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'539 250'000 22'820 CHF 8'239 CHF 99.27% 99.27%

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