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 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 994'115 250'000 29'823 CHF 10'000 CHF 99.39% 99.39%
19.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'639 250'000 29'899 CHF 10'000 CHF 99.24% 99.24%
18.11.2024 28.32% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'348 CHF 10'087 CHF 99.31% 99.31%
15.11.2024 24.85% 0.04 CHF 0.05 CHF 1'000'000 250'000 994'843 250'000 35'089 CHF 11'317 CHF 99.38% 99.38%
14.11.2024 28.51% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'253 250'000 29'940 CHF 10'021 CHF 99.39% 99.39%
13.11.2024 28.34% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'470 250'000 30'192 CHF 10'082 CHF 99.39% 99.39%
12.11.2024 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 988'569 250'000 34'600 CHF 11'250 CHF 99.09% 99.09%
11.11.2024 24.97% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'046 CHF 11'262 CHF 99.24% 99.24%
08.11.2024 24.11% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'825 250'000 36'317 CHF 11'650 CHF 99.39% 99.39%
07.11.2024 22.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'947 250'000 40'282 CHF 12'611 CHF 99.22% 99.22%

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