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 18.51% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 452'570 49'101 CHF 26'898 CHF 99.49% 99.49%
19.11.2024 24.30% 0.04 CHF 0.05 CHF 1'000'000 250'000 984'624 250'000 35'727 CHF 11'566 CHF 98.65% 98.65%
18.11.2024 26.41% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'838 250'000 33'004 CHF 10'806 CHF 99.27% 99.27%
15.11.2024 22.18% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'290 250'000 39'795 CHF 12'521 CHF 97.98% 97.98%
14.11.2024 18.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 948'628 431'232 47'929 CHF 26'664 CHF 99.29% 99.29%
13.11.2024 17.71% 0.06 CHF 0.07 CHF 1'000'000 500'000 863'945 436'126 44'571 CHF 26'867 CHF 99.28% 99.28%
12.11.2024 16.97% 0.05 CHF 0.06 CHF 500'000 250'000 463'959 237'494 25'043 CHF 15'200 CHF 99.16% 99.16%
11.11.2024 15.29% 0.07 CHF 0.08 CHF 425'000 213'000 419'207 212'161 25'320 CHF 14'937 CHF 99.01% 99.01%
08.11.2024 15.02% 0.07 CHF 0.08 CHF 363'000 188'000 414'291 209'869 25'524 CHF 15'033 CHF 99.45% 99.45%
07.11.2024 14.54% 0.06 CHF 0.07 CHF 425'000 213'000 391'771 201'455 25'004 CHF 14'878 CHF 99.29% 99.29%

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