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 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'341 250'000 29'888 CHF 10'007 CHF 99.39% 99.39%
19.11.2024 25.12% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'358 34'959 CHF 11'258 CHF 99.30% 99.30%
18.11.2024 19.73% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 297'624 45'745 CHF 16'686 CHF 99.29% 99.29%
15.11.2024 19.33% 0.05 CHF 0.06 CHF 1'000'000 500'000 996'052 346'936 46'677 CHF 19'986 CHF 99.37% 99.37%
14.11.2024 18.48% 0.05 CHF 0.06 CHF 925'000 475'000 993'734 449'172 48'893 CHF 26'741 CHF 99.39% 99.39%
13.11.2024 18.06% 0.05 CHF 0.06 CHF 1'000'000 250'000 953'499 412'556 48'330 CHF 25'524 CHF 99.37% 99.37%
12.11.2024 13.89% 0.06 CHF 0.07 CHF 850'000 425'000 751'892 387'390 50'429 CHF 29'863 CHF 99.08% 99.08%
11.11.2024 12.48% 0.07 CHF 0.08 CHF 725'000 375'000 671'547 348'142 50'454 CHF 29'640 CHF 99.28% 99.28%
08.11.2024 12.68% 0.07 CHF 0.08 CHF 725'000 375'000 681'877 353'184 50'376 CHF 29'617 CHF 99.39% 99.39%
07.11.2024 10.97% 0.09 CHF 0.10 CHF 625'000 325'000 597'078 309'151 51'470 CHF 29'746 CHF 99.26% 99.26%

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