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
22.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'749 250'000 19'855 CHF 7'500 CHF 99.39% 99.39%
20.11.2024 39.48% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'444 250'000 20'298 CHF 7'598 CHF 99.38% 99.38%
19.11.2024 34.06% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'455 CHF 8'614 CHF 99.29% 99.29%
18.11.2024 29.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'123 CHF 9'781 CHF 99.28% 99.28%
15.11.2024 28.66% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'192 250'000 29'789 CHF 9'976 CHF 99.37% 99.37%
14.11.2024 28.49% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'990 250'000 30'020 CHF 10'028 CHF 99.35% 99.35%
13.11.2024 27.09% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'938 250'000 32'099 CHF 10'552 CHF 99.36% 99.36%
12.11.2024 22.42% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'098 250'000 39'591 CHF 12'449 CHF 99.07% 99.07%
11.11.2024 20.75% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 258'935 43'351 CHF 13'849 CHF 99.26% 99.26%
08.11.2024 20.65% 0.04 CHF 0.05 CHF 1'000'000 250'000 993'954 292'936 43'392 CHF 15'967 CHF 99.38% 99.38%

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