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 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'471 250'000 24'887 CHF 8'750 CHF 99.37% 99.37%
19.11.2024 33.28% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'052 CHF 8'763 CHF 98.56% 98.56%
18.11.2024 28.60% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'968 CHF 9'992 CHF 99.28% 99.28%
15.11.2024 29.58% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'098 250'000 28'825 CHF 9'735 CHF 99.38% 99.38%
14.11.2024 28.60% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'970 CHF 9'993 CHF 99.37% 99.37%
13.11.2024 30.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'925 250'000 28'104 CHF 9'549 CHF 99.36% 99.36%
12.11.2024 28.07% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'226 250'000 30'527 CHF 10'175 CHF 99.04% 99.04%
11.11.2024 26.34% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 33'118 CHF 10'779 CHF 99.23% 99.23%
08.11.2024 27.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'883 250'000 31'652 CHF 10'459 CHF 99.39% 99.39%
07.11.2024 25.19% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'734 CHF 11'184 CHF 99.26% 99.26%

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