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 51.58% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'275 250'000 14'426 CHF 6'132 CHF 99.38% 99.38%
19.11.2024 49.45% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'763 250'000 15'211 CHF 6'319 CHF 99.27% 99.27%
18.11.2024 38.74% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'242 CHF 7'810 CHF 99.26% 99.26%
15.11.2024 26.10% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'030 250'000 33'289 CHF 10'867 CHF 99.38% 99.38%
14.11.2024 17.77% 0.05 CHF 0.06 CHF 1'000'000 250'000 908'355 376'314 47'230 CHF 24'207 CHF 99.38% 99.38%
13.11.2024 13.26% 0.08 CHF 0.09 CHF 675'000 350'000 716'423 371'484 50'473 CHF 29'888 CHF 99.36% 99.36%
12.11.2024 12.34% 0.08 CHF 0.09 CHF 675'000 350'000 664'148 345'105 50'580 CHF 29'755 CHF 99.09% 99.09%
11.11.2024 10.95% 0.09 CHF 0.10 CHF 600'000 300'000 592'087 300'416 51'145 CHF 28'965 CHF 99.27% 99.27%
08.11.2024 11.33% 0.08 CHF 0.09 CHF 625'000 325'000 605'878 339'309 50'515 CHF 32'042 CHF 99.39% 99.39%
07.11.2024 10.30% 0.09 CHF 0.10 CHF 600'000 300'000 554'728 363'401 51'049 CHF 37'596 CHF 99.24% 99.24%

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