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 38.37% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'226 CHF 7'806 CHF 99.46% 99.46%
19.11.2024 33.09% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'253 CHF 8'813 CHF 99.22% 99.22%
18.11.2024 39.47% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'065 250'000 20'216 CHF 7'614 CHF 98.41% 98.41%
15.11.2024 33.99% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'510 CHF 8'628 CHF 99.39% 99.39%
14.11.2024 32.10% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'155 250'000 26'038 CHF 9'076 CHF 98.79% 98.79%
13.11.2024 26.79% 0.03 CHF 0.04 CHF 1'000'000 250'000 886'827 222'902 29'154 CHF 9'553 CHF 98.44% 98.44%
12.11.2024 30.26% 0.03 CHF 0.04 CHF 500'000 125'000 497'128 125'000 14'073 CHF 4'790 CHF 98.45% 98.45%
11.11.2024 24.20% 0.03 CHF 0.04 CHF 500'000 125'000 500'000 127'857 18'277 CHF 5'962 CHF 99.28% 99.28%
08.11.2024 15.68% 0.05 CHF 0.06 CHF 500'000 250'000 432'810 215'537 25'488 CHF 14'905 CHF 99.50% 99.50%
07.11.2024 21.63% 0.06 CHF 0.07 CHF 500'000 250'000 498'071 143'569 20'759 CHF 7'612 CHF 99.25% 99.25%

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