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 66.29% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'113 CHF 5'028 CHF 99.37% 99.37%
19.11.2024 66.40% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'412 250'000 10'014 CHF 5'020 CHF 99.28% 99.28%
18.11.2024 60.06% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'264 250'000 11'934 CHF 5'495 CHF 99.27% 99.27%
15.11.2024 56.20% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 13'140 CHF 5'785 CHF 99.39% 99.39%
14.11.2024 61.34% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 11'614 CHF 5'404 CHF 99.37% 99.37%
13.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'547 250'000 14'888 CHF 6'250 CHF 99.36% 99.36%
12.11.2024 50.10% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'958 250'000 14'864 CHF 6'242 CHF 99.03% 99.03%
11.11.2024 50.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'753 250'000 14'787 CHF 6'216 CHF 99.22% 99.22%
08.11.2024 61.34% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 11'599 CHF 5'400 CHF 99.38% 99.38%
07.11.2024 62.68% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'731 250'000 11'125 CHF 5'299 CHF 99.27% 99.27%

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