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 24.33% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 36'214 CHF 11'554 CHF 99.17% 99.17%
19.11.2024 22.20% 0.04 CHF 0.05 CHF 1'000'000 250'000 976'603 250'000 39'563 CHF 12'602 CHF 99.15% 99.15%
18.11.2024 27.82% 0.04 CHF 0.05 CHF 1'000'000 250'000 980'495 250'000 30'585 CHF 10'308 CHF 97.68% 97.68%
15.11.2024 33.43% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'928 CHF 8'732 CHF 99.30% 99.30%
14.11.2024 37.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 21'942 CHF 7'985 CHF 99.47% 99.47%
13.11.2024 28.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 862'805 219'351 26'190 CHF 8'850 CHF 98.83% 98.83%
12.11.2024 30.97% 0.03 CHF 0.04 CHF 500'000 125'000 491'102 125'000 13'494 CHF 4'685 CHF 95.13% 95.13%
11.11.2024 17.45% 0.04 CHF 0.05 CHF 500'000 125'000 440'433 186'982 23'479 CHF 12'294 CHF 99.31% 99.31%
08.11.2024 13.04% 0.07 CHF 0.08 CHF 338'000 175'000 352'563 182'689 25'283 CHF 14'928 CHF 96.61% 96.61%
07.11.2024 13.31% 0.07 CHF 0.08 CHF 363'000 188'000 362'602 187'627 25'441 CHF 15'041 CHF 99.23% 99.23%

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