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
22.11.2024 38.96% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'782 CHF 7'696 CHF 99.36% 99.36%
20.11.2024 35.77% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'290 250'000 23'062 CHF 8'294 CHF 99.38% 99.38%
19.11.2024 28.01% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'676 250'000 30'895 CHF 10'249 CHF 99.23% 99.23%
18.11.2024 29.67% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'848 CHF 9'712 CHF 99.25% 99.25%
15.11.2024 28.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'881 250'000 30'293 CHF 10'112 CHF 99.38% 99.38%
14.11.2024 28.40% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'295 250'000 30'095 CHF 10'059 CHF 99.39% 99.39%
13.11.2024 26.68% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'661 250'000 32'510 CHF 10'662 CHF 99.37% 99.37%
12.11.2024 28.42% 0.04 CHF 0.05 CHF 1'000'000 250'000 989'026 250'000 29'988 CHF 10'079 CHF 99.04% 99.04%
11.11.2024 28.85% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'713 CHF 9'928 CHF 99.23% 99.23%
08.11.2024 18.61% 0.04 CHF 0.05 CHF 1'000'000 250'000 965'857 385'832 47'390 CHF 23'323 CHF 99.39% 99.39%

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