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 65.90% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'230 CHF 5'058 CHF 99.41% 99.41%
19.11.2024 58.36% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'784 250'000 12'339 CHF 5'623 CHF 98.58% 98.58%
18.11.2024 66.55% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'067 250'000 9'886 CHF 5'009 CHF 99.28% 99.28%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.36% 99.36%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.31% 99.31%
13.11.2024 66.51% 0.01 CHF 0.02 CHF 1'000'000 250'000 870'889 219'450 8'756 CHF 4'401 CHF 99.15% 99.15%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 500'000 125'000 493'697 125'000 4'937 CHF 2'500 CHF 98.61% 98.61%
11.11.2024 66.44% 0.01 CHF 0.02 CHF 500'000 125'000 492'609 125'000 4'939 CHF 2'512 CHF 99.33% 99.33%
08.11.2024 50.30% 0.02 CHF 0.03 CHF 500'000 125'000 500'000 125'000 7'456 CHF 3'114 CHF 99.44% 99.44%
07.11.2024 50.23% 0.02 CHF 0.03 CHF 500'000 125'000 500'000 125'000 7'465 CHF 3'116 CHF 99.23% 99.23%

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