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 49.73% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'443 250'000 15'069 CHF 6'284 CHF 99.38% 99.38%
19.11.2024 44.88% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'559 CHF 6'890 CHF 98.57% 98.57%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.29% 99.29%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'187 250'000 19'924 CHF 7'500 CHF 99.37% 99.37%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'690 250'000 19'934 CHF 7'500 CHF 99.38% 99.38%
13.11.2024 39.41% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'912 250'000 20'378 CHF 7'610 CHF 99.36% 99.36%
12.11.2024 39.92% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'961 250'000 19'939 CHF 7'515 CHF 99.09% 99.09%
11.11.2024 39.48% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'393 CHF 7'598 CHF 99.24% 99.24%
08.11.2024 39.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'904 250'000 20'522 CHF 7'661 CHF 99.39% 99.39%
07.11.2024 33.99% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'510 CHF 8'627 CHF 99.27% 99.27%

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