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 24.59% 0.04 CHF 0.05 CHF 1'000'000 250'000 989'374 266'478 36'013 CHF 12'753 CHF 99.49% 99.49%
19.11.2024 22.33% 0.04 CHF 0.05 CHF 1'000'000 250'000 988'754 250'000 39'491 CHF 12'486 CHF 97.43% 97.43%
18.11.2024 25.93% 0.04 CHF 0.05 CHF 1'000'000 250'000 984'416 250'000 33'154 CHF 10'931 CHF 99.17% 99.17%
15.11.2024 25.05% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 34'965 CHF 11'241 CHF 99.34% 99.34%
14.11.2024 25.34% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'447 250'000 34'314 CHF 11'134 CHF 98.79% 98.79%
13.11.2024 17.80% 0.04 CHF 0.05 CHF 1'000'000 250'000 833'603 352'831 42'479 CHF 22'107 CHF 99.23% 99.23%
12.11.2024 6.50% 0.14 CHF 0.15 CHF 188'000 188'000 176'066 176'067 26'213 CHF 27'974 CHF 99.06% 99.06%
11.11.2024 6.04% 0.16 CHF 0.17 CHF 150'000 150'000 160'969 160'970 25'829 CHF 27'439 CHF 99.36% 99.36%
08.11.2024 5.14% 0.18 CHF 0.19 CHF 138'000 138'000 137'424 137'425 26'046 CHF 27'421 CHF 98.75% 98.75%
07.11.2024 4.66% 0.20 CHF 0.21 CHF 125'000 125'000 124'078 124'078 26'024 CHF 27'265 CHF 99.37% 99.37%

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