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 35.16% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'712 250'000 23'496 CHF 8'407 CHF 99.36% 99.36%
19.11.2024 31.03% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 27'421 CHF 9'355 CHF 99.28% 99.28%
18.11.2024 34.51% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'131 CHF 8'533 CHF 99.22% 99.22%
15.11.2024 29.88% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'200 249'992 28'481 CHF 9'656 CHF 99.38% 99.38%
14.11.2024 24.63% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'954 250'000 35'683 CHF 11'459 CHF 99.35% 99.35%
13.11.2024 19.76% 0.04 CHF 0.05 CHF 1'000'000 250'000 977'421 390'170 45'760 CHF 22'833 CHF 99.36% 99.36%
12.11.2024 9.72% 0.13 CHF 0.14 CHF 400'000 400'000 519'582 396'936 50'967 CHF 44'008 CHF 99.05% 99.05%
11.11.2024 10.19% 0.10 CHF 0.11 CHF 500'000 500'000 546'507 383'234 50'842 CHF 40'135 CHF 99.26% 99.26%
08.11.2024 7.11% 0.13 CHF 0.14 CHF 400'000 400'000 384'042 384'042 52'147 CHF 55'988 CHF 99.38% 99.38%
07.11.2024 5.97% 0.14 CHF 0.15 CHF 375'000 375'000 320'734 320'731 52'146 CHF 55'353 CHF 99.25% 99.25%

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