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 18.50% 0.05 CHF 0.06 CHF 1'000'000 500'000 981'323 409'167 48'243 CHF 24'562 CHF 99.39% 99.39%
19.11.2024 20.28% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'865 272'927 44'176 CHF 14'975 CHF 99.28% 99.28%
18.11.2024 16.04% 0.06 CHF 0.07 CHF 850'000 425'000 887'582 450'054 50'904 CHF 30'298 CHF 99.26% 99.26%
15.11.2024 16.41% 0.06 CHF 0.07 CHF 925'000 475'000 904'804 460'607 50'647 CHF 30'381 CHF 99.38% 99.38%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'660 250'000 29'870 CHF 10'000 CHF 99.38% 99.38%
13.11.2024 28.72% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'828 250'000 29'722 CHF 9'962 CHF 99.38% 99.38%
12.11.2024 26.42% 0.03 CHF 0.04 CHF 1'000'000 250'000 989'069 250'000 32'686 CHF 10'768 CHF 99.09% 99.09%
11.11.2024 24.59% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'059 250'000 36'086 CHF 11'588 CHF 91.15% 91.15%
08.11.2024 34.86% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'080 250'000 23'684 CHF 8'464 CHF 99.38% 99.38%
07.11.2024 35.02% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'144 250'000 23'637 CHF 8'433 CHF 99.26% 99.26%

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