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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.39% 99.39%
19.11.2024 64.37% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'597 250'000 10'626 CHF 5'172 CHF 99.30% 99.30%
18.11.2024 49.88% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'600 250'000 14'993 CHF 6'265 CHF 99.28% 99.28%
15.11.2024 46.47% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'767 CHF 6'692 CHF 99.38% 99.38%
14.11.2024 50.52% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'848 CHF 6'212 CHF 99.35% 99.35%
13.11.2024 44.35% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'767 250'000 17'679 CHF 6'956 CHF 99.37% 99.37%
12.11.2024 34.88% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'198 250'000 23'670 CHF 8'460 CHF 99.08% 99.08%
11.11.2024 24.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 995'021 250'000 35'287 CHF 11'365 CHF 99.29% 99.29%
08.11.2024 23.42% 0.03 CHF 0.04 CHF 1'000'000 250'000 997'688 282'360 38'154 CHF 13'997 CHF 99.38% 99.38%
07.11.2024 17.19% 0.06 CHF 0.07 CHF 925'000 475'000 939'175 451'665 50'080 CHF 28'760 CHF 99.26% 99.26%

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