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 62.80% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'184 250'000 11'101 CHF 5'290 CHF 99.30% 99.30%
18.11.2024 34.88% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'198 250'000 23'745 CHF 8'460 CHF 99.27% 99.27%
15.11.2024 32.99% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'363 CHF 8'841 CHF 99.39% 99.39%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 992'885 250'000 29'787 CHF 10'000 CHF 99.35% 99.35%
13.11.2024 28.91% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'178 250'000 29'437 CHF 9'910 CHF 99.39% 99.39%
12.11.2024 29.43% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'785 250'000 28'911 CHF 9'774 CHF 99.08% 99.08%
11.11.2024 32.47% 0.03 CHF 0.04 CHF 1'000'000 250'000 995'461 250'000 25'793 CHF 8'977 CHF 99.28% 99.28%
08.11.2024 33.26% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'081 CHF 8'770 CHF 99.38% 99.38%
07.11.2024 33.48% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'568 250'000 24'826 CHF 8'747 CHF 99.26% 99.26%

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