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 17.04% 0.06 CHF 0.07 CHF 925'000 475'000 943'545 481'182 50'659 CHF 30'657 CHF 99.38% 99.38%
19.11.2024 19.48% 0.05 CHF 0.06 CHF 1'000'000 500'000 994'304 322'610 46'243 CHF 18'448 CHF 99.07% 99.07%
18.11.2024 24.93% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'174 250'000 34'997 CHF 11'283 CHF 99.25% 99.25%
15.11.2024 25.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'970 CHF 11'242 CHF 99.39% 99.39%
14.11.2024 28.56% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'854 250'000 29'804 CHF 10'005 CHF 99.35% 99.35%
13.11.2024 25.48% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'314 250'000 34'093 CHF 11'082 CHF 99.36% 99.36%
12.11.2024 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'812 250'000 34'783 CHF 11'250 CHF 99.03% 99.03%
11.11.2024 22.47% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'428 250'000 39'375 CHF 12'389 CHF 99.28% 99.28%
08.11.2024 22.18% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'101 CHF 12'525 CHF 99.38% 99.38%
07.11.2024 20.70% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'307 250'000 43'162 CHF 13'357 CHF 99.29% 99.29%

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