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 22.49% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'113 250'000 39'275 CHF 12'378 CHF 99.39% 99.39%
19.11.2024 21.48% 0.04 CHF 0.05 CHF 1'000'000 250'000 996'644 250'000 41'527 CHF 12'915 CHF 99.25% 99.25%
18.11.2024 20.71% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 43'393 CHF 13'348 CHF 99.29% 99.29%
15.11.2024 23.17% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'834 252'137 38'129 CHF 12'198 CHF 99.38% 99.38%
14.11.2024 17.60% 0.05 CHF 0.06 CHF 1'000'000 500'000 961'033 476'587 49'840 CHF 29'558 CHF 99.38% 99.38%
13.11.2024 17.76% 0.06 CHF 0.07 CHF 925'000 475'000 950'339 432'831 49'031 CHF 27'081 CHF 99.36% 99.36%
12.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 988'751 250'000 39'551 CHF 12'500 CHF 99.07% 99.07%
11.11.2024 21.46% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 41'704 CHF 12'926 CHF 99.24% 99.24%
08.11.2024 21.42% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'771 250'000 41'520 CHF 12'952 CHF 99.39% 99.39%
07.11.2024 22.72% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'985 250'000 38'951 CHF 12'278 CHF 99.24% 99.24%

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