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 40.74% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'630 CHF 7'408 CHF 99.38% 99.38%
19.11.2024 39.85% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'682 250'000 20'069 CHF 7'549 CHF 99.29% 99.29%
18.11.2024 32.31% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'475 250'000 25'957 CHF 9'018 CHF 99.29% 99.29%
15.11.2024 28.77% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 30'105 CHF 10'026 CHF 99.39% 99.39%
14.11.2024 32.81% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'754 CHF 8'939 CHF 99.35% 99.35%
13.11.2024 28.65% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'692 250'000 30'122 CHF 10'085 CHF 99.38% 99.38%
12.11.2024 21.23% 0.04 CHF 0.05 CHF 1'000'000 250'000 986'951 259'319 41'791 CHF 13'611 CHF 99.10% 99.10%
11.11.2024 14.73% 0.07 CHF 0.08 CHF 775'000 400'000 805'501 410'332 50'664 CHF 29'927 CHF 99.28% 99.28%
08.11.2024 14.01% 0.06 CHF 0.07 CHF 850'000 425'000 759'757 387'679 50'387 CHF 29'596 CHF 99.38% 99.38%
07.11.2024 10.57% 0.10 CHF 0.11 CHF 575'000 300'000 572'236 357'072 51'278 CHF 36'284 CHF 99.27% 99.27%

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