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 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.37% 99.37%
20.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'235 250'000 14'914 CHF 6'250 CHF 99.39% 99.39%
19.11.2024 41.07% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'694 250'000 19'411 CHF 7'369 CHF 99.22% 99.22%
18.11.2024 40.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'995 CHF 7'499 CHF 99.28% 99.28%
15.11.2024 40.03% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'980 250'000 19'885 CHF 7'496 CHF 99.37% 99.37%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'683 250'000 19'914 CHF 7'500 CHF 99.34% 99.34%
13.11.2024 39.61% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'720 250'000 20'205 CHF 7'573 CHF 99.36% 99.36%
12.11.2024 39.98% 0.02 CHF 0.03 CHF 1'000'000 250'000 988'889 250'000 19'792 CHF 7'503 CHF 99.06% 99.06%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.24% 99.24%
08.11.2024 30.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'940 250'000 28'056 CHF 9'567 CHF 99.38% 99.38%

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