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 20.00% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'113 249'582 44'735 CHF 13'727 CHF 99.39% 99.39%
19.11.2024 18.44% 0.05 CHF 0.06 CHF 1'000'000 500'000 996'612 471'011 49'109 CHF 27'995 CHF 99.20% 99.20%
18.11.2024 18.39% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 471'780 49'436 CHF 28'158 CHF 99.27% 99.27%
15.11.2024 19.31% 0.05 CHF 0.06 CHF 1'000'000 250'000 994'247 344'152 46'647 CHF 19'852 CHF 99.37% 99.37%
14.11.2024 16.74% 0.06 CHF 0.07 CHF 925'000 475'000 924'646 474'882 50'605 CHF 30'742 CHF 99.39% 99.39%
13.11.2024 16.80% 0.06 CHF 0.07 CHF 925'000 475'000 929'094 475'580 50'674 CHF 30'701 CHF 99.36% 99.36%
12.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 988'603 496'201 49'430 CHF 29'772 CHF 99.08% 99.08%
11.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.22% 99.22%
08.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 992'848 497'616 49'640 CHF 29'856 CHF 99.38% 99.38%
07.11.2024 18.68% 0.05 CHF 0.06 CHF 1'000'000 500'000 995'941 419'851 48'414 CHF 24'823 CHF 99.25% 99.25%

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