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 31.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'396 250'000 26'873 CHF 9'268 CHF 99.38% 99.38%
19.11.2024 29.88% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'666 250'000 28'561 CHF 9'673 CHF 98.59% 98.59%
18.11.2024 21.72% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 41'186 CHF 12'797 CHF 99.27% 99.27%
15.11.2024 25.54% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'052 250'000 34'330 CHF 11'136 CHF 99.39% 99.39%
14.11.2024 39.59% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'670 250'000 20'198 CHF 7'576 CHF 99.34% 99.34%
13.11.2024 33.78% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'939 250'000 24'748 CHF 8'723 CHF 99.35% 99.35%
12.11.2024 29.29% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'291 250'000 29'101 CHF 9'811 CHF 99.08% 99.08%
11.11.2024 23.60% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'593 CHF 11'898 CHF 99.28% 99.28%
08.11.2024 24.79% 0.04 CHF 0.05 CHF 1'000'000 250'000 989'602 253'025 35'051 CHF 11'509 CHF 99.38% 99.38%
07.11.2024 14.95% 0.07 CHF 0.08 CHF 850'000 425'000 812'768 415'041 50'255 CHF 29'909 CHF 99.25% 99.25%

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