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 88.01% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 6'799 CHF 4'200 CHF 99.42% 99.42%
19.11.2024 73.59% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'412 250'000 8'889 CHF 4'740 CHF 99.36% 99.36%
18.11.2024 75.88% 0.01 CHF 0.02 CHF 1'000'000 250'000 984'720 250'000 8'466 CHF 4'655 CHF 99.37% 99.37%
15.11.2024 99.14% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'129 CHF 3'782 CHF 99.45% 99.45%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.28% 99.28%
13.11.2024 99.83% 0.01 CHF 0.02 CHF 1'000'000 250'000 884'114 224'710 4'446 CHF 3'377 CHF 93.63% 93.63%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 125'000 125'000 487'207 125'000 2'436 CHF 1'875 CHF 83.95% 83.95%
11.11.2024 70.20% 0.01 CHF 0.02 CHF 500'000 125'000 492'636 125'000 4'662 CHF 2'440 CHF 99.35% 99.35%
08.11.2024 51.96% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 7'206 CHF 3'051 CHF 99.46% 99.46%
07.11.2024 61.13% 0.01 CHF 0.02 CHF 500'000 125'000 500'000 125'000 5'830 CHF 2'707 CHF 99.23% 99.23%

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