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 20.58% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'204 250'000 43'396 CHF 13'426 CHF 99.38% 99.38%
19.11.2024 20.31% 0.05 CHF 0.06 CHF 1'000'000 250'000 981'149 250'000 43'456 CHF 13'576 CHF 99.26% 99.26%
18.11.2024 20.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 999'349 286'033 45'065 CHF 15'888 CHF 99.29% 99.29%
15.11.2024 19.07% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'054 375'125 47'251 CHF 21'853 CHF 99.37% 99.37%
14.11.2024 20.23% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'482 250'000 44'238 CHF 13'622 CHF 99.35% 99.35%
13.11.2024 19.05% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'770 379'384 47'339 CHF 22'109 CHF 99.36% 99.36%
12.11.2024 19.05% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'088 388'891 47'362 CHF 22'640 CHF 99.08% 99.08%
11.11.2024 16.87% 0.05 CHF 0.06 CHF 1'000'000 500'000 932'334 477'444 50'623 CHF 30'706 CHF 99.27% 99.27%
08.11.2024 16.88% 0.05 CHF 0.06 CHF 1'000'000 500'000 934'743 478'248 50'730 CHF 30'744 CHF 99.39% 99.39%
07.11.2024 18.37% 0.06 CHF 0.07 CHF 925'000 475'000 980'224 425'849 48'609 CHF 25'677 CHF 99.22% 99.22%

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