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 33.44% 0.03 CHF 0.04 CHF 1'000'000 250'000 986'541 250'000 24'732 CHF 8'755 CHF 98.76% 98.76%
19.11.2024 34.25% 0.02 CHF 0.03 CHF 1'000'000 250'000 997'911 250'000 24'262 CHF 8'579 CHF 96.66% 96.66%
18.11.2024 35.06% 0.03 CHF 0.04 CHF 1'000'000 250'000 976'772 250'000 23'971 CHF 8'641 CHF 99.32% 99.32%
15.11.2024 42.02% 0.02 CHF 0.03 CHF 1'000'000 250'000 999'878 250'000 18'986 CHF 7'247 CHF 98.25% 98.25%
14.11.2024 35.75% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'816 250'000 23'257 CHF 8'340 CHF 95.71% 95.71%
13.11.2024 39.86% 0.02 CHF 0.03 CHF 1'000'000 250'000 885'735 222'854 17'766 CHF 6'698 CHF 97.52% 97.52%
12.11.2024 28.50% 0.03 CHF 0.04 CHF 500'000 125'000 500'000 125'000 15'155 CHF 5'039 CHF 99.41% 99.41%
11.11.2024 40.95% 0.02 CHF 0.03 CHF 500'000 125'000 491'598 125'000 9'595 CHF 3'691 CHF 99.36% 99.36%
08.11.2024 30.98% 0.02 CHF 0.03 CHF 500'000 125'000 498'608 125'000 13'741 CHF 4'694 CHF 97.79% 97.79%
07.11.2024 27.91% 0.03 CHF 0.04 CHF 500'000 125'000 499'992 125'000 15'489 CHF 5'122 CHF 95.51% 95.51%

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