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 15.12% 0.06 CHF 0.07 CHF 850'000 425'000 828'583 418'309 50'620 CHF 29'753 CHF 99.37% 99.37%
19.11.2024 15.89% 0.06 CHF 0.07 CHF 850'000 425'000 874'441 442'646 50'643 CHF 30'052 CHF 99.28% 99.28%
18.11.2024 13.42% 0.07 CHF 0.08 CHF 725'000 375'000 729'057 377'028 50'695 CHF 29'987 CHF 99.25% 99.25%
15.11.2024 13.66% 0.07 CHF 0.08 CHF 775'000 400'000 740'005 383'161 50'484 CHF 29'973 CHF 99.39% 99.39%
14.11.2024 18.94% 0.05 CHF 0.06 CHF 1'000'000 500'000 995'849 397'987 47'700 CHF 23'287 CHF 99.35% 99.35%
13.11.2024 19.62% 0.05 CHF 0.06 CHF 1'000'000 250'000 995'875 300'835 45'869 CHF 17'051 CHF 99.37% 99.37%
12.11.2024 18.17% 0.05 CHF 0.06 CHF 1'000'000 500'000 981'459 493'820 49'133 CHF 29'670 CHF 99.06% 99.06%
11.11.2024 17.15% 0.05 CHF 0.06 CHF 925'000 475'000 938'355 472'548 50'027 CHF 29'935 CHF 91.10% 91.10%
08.11.2024 21.83% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'007 250'000 40'601 CHF 12'720 CHF 99.39% 99.39%
07.11.2024 23.01% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'094 250'000 38'501 CHF 12'164 CHF 99.26% 99.26%

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