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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'939 250'000 4'965 CHF 3'750 CHF 99.37% 99.37%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'350 250'000 4'977 CHF 3'750 CHF 99.25% 99.25%
18.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.27% 99.27%
15.11.2024 99.35% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'582 250'000 5'066 CHF 3'775 CHF 99.39% 99.39%
14.11.2024 91.74% 0.01 CHF 0.02 CHF 1'000'000 250'000 958'392 250'000 5'877 CHF 4'060 CHF 53.19% 53.19%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'339 250'000 9'943 CHF 5'000 CHF 99.38% 99.38%
12.11.2024 66.41% 0.01 CHF 0.02 CHF 1'000'000 250'000 980'863 250'000 9'860 CHF 5'019 CHF 86.25% 86.25%
11.11.2024 65.83% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'735 250'000 10'119 CHF 5'063 CHF 95.11% 95.11%
08.11.2024 66.59% 0.01 CHF 0.02 CHF 1'000'000 250'000 982'378 250'000 9'830 CHF 5'006 CHF 93.35% 93.35%
07.11.2024 50.19% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'311 250'000 14'729 CHF 6'236 CHF 95.45% 95.45%

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