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 18.20% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'959 CHF 29'980 CHF 99.49% 99.49%
19.11.2024 17.67% 0.05 CHF 0.06 CHF 1'000'000 500'000 949'478 479'336 49'133 CHF 29'622 CHF 98.79% 98.79%
18.11.2024 21.38% 0.05 CHF 0.06 CHF 1'000'000 250'000 986'423 250'000 41'298 CHF 12'974 CHF 99.27% 99.27%
15.11.2024 23.83% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'100 CHF 11'775 CHF 99.36% 99.36%
14.11.2024 24.72% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'261 250'000 35'242 CHF 11'378 CHF 99.26% 99.26%
13.11.2024 22.39% 0.04 CHF 0.05 CHF 1'000'000 250'000 863'485 219'359 34'239 CHF 10'891 CHF 98.85% 98.85%
12.11.2024 25.48% 0.04 CHF 0.05 CHF 500'000 125'000 496'384 125'000 17'102 CHF 5'557 CHF 99.01% 99.01%
11.11.2024 19.76% 0.04 CHF 0.05 CHF 500'000 125'000 492'115 187'581 22'639 CHF 10'739 CHF 99.34% 99.34%
08.11.2024 17.43% 0.05 CHF 0.06 CHF 463'000 238'000 480'705 243'742 25'200 CHF 15'221 CHF 99.45% 99.45%
07.11.2024 17.91% 0.05 CHF 0.06 CHF 500'000 250'000 495'054 248'393 25'176 CHF 15'119 CHF 99.27% 99.27%

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