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 21.93% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'414 255'520 40'436 CHF 13'001 CHF 99.37% 99.37%
19.11.2024 21.09% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'676 265'640 42'397 CHF 14'086 CHF 99.28% 99.28%
18.11.2024 16.15% 0.05 CHF 0.06 CHF 925'000 475'000 893'616 454'160 50'894 CHF 30'396 CHF 99.28% 99.28%
15.11.2024 18.37% 0.06 CHF 0.07 CHF 1'000'000 500'000 979'012 429'098 48'618 CHF 25'967 CHF 99.39% 99.39%
14.11.2024 28.20% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'292 250'000 30'390 CHF 10'140 CHF 99.39% 99.39%
13.11.2024 24.75% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'889 250'000 35'504 CHF 11'427 CHF 99.36% 99.36%
12.11.2024 22.25% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'072 253'474 39'884 CHF 12'704 CHF 99.08% 99.08%
11.11.2024 17.83% 0.06 CHF 0.07 CHF 925'000 475'000 975'743 476'175 49'924 CHF 29'208 CHF 99.29% 99.29%
08.11.2024 19.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 995'244 340'741 46'605 CHF 19'623 CHF 99.38% 99.38%
07.11.2024 12.71% 0.08 CHF 0.09 CHF 725'000 375'000 682'312 356'124 50'247 CHF 29'819 CHF 99.27% 99.27%

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