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 19.85% 0.05 CHF 0.06 CHF 1'000'000 250'000 990'342 292'035 45'089 CHF 16'446 CHF 99.37% 99.37%
19.11.2024 18.87% 0.06 CHF 0.07 CHF 1'000'000 500'000 983'708 382'873 47'411 CHF 22'680 CHF 98.58% 98.58%
18.11.2024 13.82% 0.06 CHF 0.07 CHF 775'000 400'000 749'752 387'077 50'572 CHF 29'981 CHF 99.27% 99.27%
15.11.2024 15.95% 0.07 CHF 0.08 CHF 850'000 425'000 872'551 427'464 50'487 CHF 29'203 CHF 99.37% 99.37%
14.11.2024 26.64% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'287 250'000 32'517 CHF 10'679 CHF 99.39% 99.39%
13.11.2024 21.94% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'706 252'573 40'627 CHF 12'858 CHF 99.39% 99.39%
12.11.2024 19.46% 0.04 CHF 0.05 CHF 1'000'000 250'000 991'737 367'921 46'235 CHF 21'152 CHF 99.08% 99.08%
11.11.2024 15.13% 0.07 CHF 0.08 CHF 775'000 400'000 831'486 422'504 50'795 CHF 30'046 CHF 99.30% 99.30%
08.11.2024 16.38% 0.06 CHF 0.07 CHF 850'000 425'000 903'478 459'505 50'633 CHF 30'343 CHF 99.39% 99.39%
07.11.2024 9.95% 0.10 CHF 0.11 CHF 575'000 300'000 534'495 387'583 51'089 CHF 42'058 CHF 99.26% 99.26%

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