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 21.62% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'389 250'000 41'063 CHF 12'837 CHF 99.38% 99.38%
19.11.2024 20.85% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'711 253'724 42'888 CHF 13'475 CHF 98.88% 98.88%
18.11.2024 18.20% 0.05 CHF 0.06 CHF 1'000'000 500'000 997'955 496'699 49'865 CHF 29'796 CHF 99.26% 99.26%
15.11.2024 18.94% 0.05 CHF 0.06 CHF 1'000'000 500'000 994'158 394'986 47'654 CHF 23'174 CHF 99.38% 99.38%
14.11.2024 23.89% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'608 250'000 36'805 CHF 11'750 CHF 99.35% 99.35%
13.11.2024 22.67% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'925 250'000 38'992 CHF 12'299 CHF 99.36% 99.36%
12.11.2024 21.51% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'314 253'857 41'393 CHF 13'094 CHF 99.06% 99.06%
11.11.2024 19.43% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 323'440 46'576 CHF 18'538 CHF 99.29% 99.29%
08.11.2024 19.96% 0.05 CHF 0.06 CHF 1'000'000 250'000 990'899 261'861 44'691 CHF 14'453 CHF 99.38% 99.38%
07.11.2024 15.79% 0.06 CHF 0.07 CHF 925'000 475'000 866'878 441'071 50'576 CHF 30'140 CHF 99.27% 99.27%

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