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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'914 250'000 9'929 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 55.21% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'359 250'000 13'369 CHF 5'860 CHF 99.25% 99.25%
18.11.2024 57.99% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 12'604 CHF 5'651 CHF 99.28% 99.28%
15.11.2024 49.99% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'582 250'000 14'907 CHF 6'251 CHF 99.39% 99.39%
14.11.2024 50.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'977 250'000 14'775 CHF 6'216 CHF 99.37% 99.37%
13.11.2024 47.32% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'418 250'000 16'777 CHF 6'722 CHF 99.37% 99.37%
12.11.2024 34.41% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'660 250'000 24'060 CHF 8'548 CHF 99.10% 99.10%
11.11.2024 32.98% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'490 250'000 25'288 CHF 8'844 CHF 99.28% 99.28%
08.11.2024 31.51% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 27'039 CHF 9'260 CHF 99.38% 99.38%
07.11.2024 21.25% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'510 250'000 41'971 CHF 13'055 CHF 99.28% 99.28%

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