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 19.86% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 267'489 45'389 CHF 14'896 CHF 99.49% 99.49%
19.11.2024 21.74% 0.05 CHF 0.06 CHF 1'000'000 250'000 984'605 250'000 40'475 CHF 12'773 CHF 98.65% 98.65%
18.11.2024 21.76% 0.05 CHF 0.06 CHF 1'000'000 250'000 993'948 250'000 40'796 CHF 12'761 CHF 99.27% 99.27%
15.11.2024 20.47% 0.04 CHF 0.05 CHF 1'000'000 250'000 998'580 250'000 43'887 CHF 13'486 CHF 98.44% 98.44%
14.11.2024 18.77% 0.04 CHF 0.05 CHF 1'000'000 250'000 997'108 444'389 48'342 CHF 26'260 CHF 98.59% 98.59%
13.11.2024 18.92% 0.05 CHF 0.06 CHF 1'000'000 500'000 888'944 353'995 42'565 CHF 20'712 CHF 99.41% 99.41%
12.11.2024 18.47% 0.05 CHF 0.06 CHF 500'000 125'000 496'381 230'577 24'426 CHF 13'722 CHF 99.15% 99.15%
11.11.2024 18.01% 0.05 CHF 0.06 CHF 500'000 250'000 490'227 246'769 24'772 CHF 14'940 CHF 99.27% 99.27%
08.11.2024 18.07% 0.06 CHF 0.07 CHF 463'000 238'000 497'485 249'184 25'054 CHF 15'043 CHF 99.50% 99.50%
07.11.2024 17.05% 0.05 CHF 0.06 CHF 500'000 250'000 471'763 240'842 25'328 CHF 15'344 CHF 99.35% 99.35%

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