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 32.15% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'897 250'000 26'041 CHF 9'061 CHF 98.99% 98.99%
19.11.2024 28.82% 0.03 CHF 0.04 CHF 1'000'000 250'000 985'150 250'000 29'271 CHF 9'939 CHF 98.99% 98.99%
18.11.2024 28.39% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'250 CHF 10'063 CHF 99.32% 99.32%
15.11.2024 28.96% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'595 CHF 9'899 CHF 99.41% 99.41%
14.11.2024 38.20% 0.03 CHF 0.04 CHF 1'000'000 250'000 982'816 250'000 21'037 CHF 7'847 CHF 99.43% 99.43%
13.11.2024 34.05% 0.02 CHF 0.03 CHF 1'000'000 250'000 877'472 222'221 21'430 CHF 7'643 CHF 98.87% 98.87%
12.11.2024 33.24% 0.03 CHF 0.04 CHF 500'000 125'000 487'903 125'000 12'306 CHF 4'402 CHF 99.19% 99.19%
11.11.2024 31.25% 0.03 CHF 0.04 CHF 500'000 125'000 500'000 125'000 13'594 CHF 4'648 CHF 99.38% 99.38%
08.11.2024 20.60% 0.04 CHF 0.05 CHF 500'000 125'000 500'000 125'000 21'870 CHF 6'717 CHF 99.46% 99.46%
07.11.2024 18.63% 0.04 CHF 0.05 CHF 500'000 125'000 491'951 226'355 24'021 CHF 13'425 CHF 99.37% 99.37%

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