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 17.98% 0.05 CHF 0.06 CHF 1'000'000 500'000 992'270 497'423 50'258 CHF 30'173 CHF 99.37% 99.37%
19.11.2024 18.17% 0.05 CHF 0.06 CHF 1'000'000 500'000 991'467 497'156 49'620 CHF 29'853 CHF 99.26% 99.26%
18.11.2024 17.15% 0.06 CHF 0.07 CHF 925'000 475'000 944'384 481'462 50'352 CHF 30'499 CHF 99.25% 99.25%
15.11.2024 16.63% 0.06 CHF 0.07 CHF 925'000 475'000 922'654 473'436 50'865 CHF 30'833 CHF 99.39% 99.39%
14.11.2024 17.90% 0.06 CHF 0.07 CHF 925'000 475'000 983'334 494'444 50'030 CHF 30'107 CHF 99.37% 99.37%
13.11.2024 15.73% 0.06 CHF 0.07 CHF 925'000 475'000 872'923 440'282 51'118 CHF 30'174 CHF 99.38% 99.38%
12.11.2024 16.67% 0.06 CHF 0.07 CHF 925'000 475'000 916'508 471'459 50'405 CHF 30'643 CHF 99.02% 99.02%
11.11.2024 16.02% 0.06 CHF 0.07 CHF 850'000 425'000 881'383 447'237 50'614 CHF 30'149 CHF 99.24% 99.24%
08.11.2024 18.17% 0.05 CHF 0.06 CHF 925'000 475'000 995'113 498'371 49'789 CHF 29'920 CHF 99.38% 99.38%
07.11.2024 18.49% 0.05 CHF 0.06 CHF 1'000'000 500'000 992'721 445'191 48'787 CHF 26'439 CHF 99.26% 99.26%

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