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 34.81% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'382 250'000 23'726 CHF 8'473 CHF 99.38% 99.38%
19.11.2024 34.44% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'710 250'000 24'062 CHF 8'542 CHF 98.57% 98.57%
18.11.2024 32.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'402 CHF 8'850 CHF 99.28% 99.28%
15.11.2024 33.48% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'099 250'000 24'744 CHF 8'723 CHF 99.38% 99.38%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'626 250'000 19'893 CHF 7'500 CHF 99.35% 99.35%
13.11.2024 39.69% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'685 250'000 20'124 CHF 7'557 CHF 99.39% 99.39%
12.11.2024 33.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'279 250'000 24'396 CHF 8'628 CHF 99.07% 99.07%
11.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.28% 99.28%
08.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.39% 99.39%
07.11.2024 27.68% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'975 250'000 31'109 CHF 10'315 CHF 99.26% 99.26%

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