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 27.95% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 30'870 CHF 10'218 CHF 99.48% 99.48%
19.11.2024 28.05% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'000 250'000 30'453 CHF 10'181 CHF 98.38% 98.38%
18.11.2024 25.18% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 34'750 CHF 11'188 CHF 99.31% 99.31%
15.11.2024 22.51% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 39'489 CHF 12'372 CHF 99.33% 99.33%
14.11.2024 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'000 CHF 11'250 CHF 99.18% 99.18%
13.11.2024 25.23% 0.04 CHF 0.05 CHF 1'000'000 250'000 885'329 222'907 30'667 CHF 9'952 CHF 98.67% 98.67%
12.11.2024 24.92% 0.04 CHF 0.05 CHF 500'000 125'000 496'647 125'000 17'456 CHF 5'643 CHF 98.64% 98.64%
11.11.2024 25.12% 0.04 CHF 0.05 CHF 500'000 125'000 499'997 125'000 17'417 CHF 5'604 CHF 98.24% 98.24%
08.11.2024 21.64% 0.04 CHF 0.05 CHF 500'000 125'000 500'000 125'000 20'745 CHF 6'436 CHF 99.39% 99.39%
07.11.2024 20.18% 0.05 CHF 0.06 CHF 500'000 125'000 500'000 128'150 22'306 CHF 7'000 CHF 99.06% 99.06%

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