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 1'000'000 250'000 992'948 250'000 9'929 CHF 5'000 CHF 99.37% 99.37%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'342 250'000 9'953 CHF 5'000 CHF 99.25% 99.25%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.26% 99.26%
15.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'582 250'000 14'904 CHF 6'250 CHF 99.39% 99.39%
14.11.2024 57.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'096 250'000 12'788 CHF 5'719 CHF 99.35% 99.35%
13.11.2024 53.98% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'332 250'000 13'723 CHF 5'952 CHF 99.38% 99.38%
12.11.2024 49.81% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'664 250'000 15'015 CHF 6'274 CHF 99.09% 99.09%
11.11.2024 47.60% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'525 250'000 16'147 CHF 6'550 CHF 99.28% 99.28%
08.11.2024 47.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'140 CHF 6'535 CHF 99.39% 99.39%
07.11.2024 34.99% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'551 250'000 23'618 CHF 8'439 CHF 99.28% 99.28%

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