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 27.17% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'565 250'000 31'777 CHF 10'492 CHF 99.37% 99.37%
19.11.2024 29.58% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'728 250'000 28'863 CHF 9'740 CHF 99.29% 99.29%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'000 CHF 12'500 CHF 99.29% 99.29%
15.11.2024 22.43% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'121 250'000 39'451 CHF 12'412 CHF 99.38% 99.38%
14.11.2024 39.93% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'811 250'000 19'971 CHF 7'514 CHF 99.36% 99.36%
13.11.2024 39.31% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'948 250'000 20'440 CHF 7'630 CHF 99.36% 99.36%
12.11.2024 34.88% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'078 250'000 23'567 CHF 8'460 CHF 99.09% 99.09%
11.11.2024 32.04% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'075 250'000 26'402 CHF 9'152 CHF 91.15% 91.15%
08.11.2024 42.61% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'064 250'000 18'557 CHF 7'174 CHF 99.38% 99.38%
07.11.2024 42.59% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'095 250'000 18'626 CHF 7'176 CHF 99.27% 99.27%

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