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 24.84% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'256 250'000 35'084 CHF 11'321 CHF 99.38% 99.38%
19.11.2024 24.91% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'532 250'000 35'037 CHF 11'290 CHF 99.27% 99.27%
18.11.2024 23.73% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'289 CHF 11'822 CHF 99.28% 99.28%
15.11.2024 21.25% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'792 250'000 41'971 CHF 13'045 CHF 99.39% 99.39%
14.11.2024 24.89% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'260 250'000 35'026 CHF 11'298 CHF 99.39% 99.39%
13.11.2024 24.78% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'739 250'000 35'256 CHF 11'351 CHF 99.35% 99.35%
12.11.2024 22.13% 0.04 CHF 0.05 CHF 1'000'000 250'000 988'562 250'000 39'737 CHF 12'552 CHF 99.09% 99.09%
11.11.2024 21.36% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 41'940 CHF 12'985 CHF 99.23% 99.23%
08.11.2024 20.68% 0.05 CHF 0.06 CHF 1'000'000 250'000 992'831 259'894 43'152 CHF 13'926 CHF 99.39% 99.39%
07.11.2024 18.43% 0.05 CHF 0.06 CHF 1'000'000 500'000 991'979 463'183 48'934 CHF 27'603 CHF 99.25% 99.25%

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