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 1'000'000 250'000 994'703 250'000 9'947 CHF 5'000 CHF 99.39% 99.39%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.29% 99.29%
18.11.2024 63.04% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 11'089 CHF 5'272 CHF 99.28% 99.28%
15.11.2024 47.71% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'242 250'000 16'074 CHF 6'536 CHF 99.39% 99.39%
14.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'170 250'000 14'943 CHF 6'250 CHF 99.35% 99.35%
13.11.2024 49.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'053 250'000 15'442 CHF 6'375 CHF 99.38% 99.38%
12.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'508 250'000 14'843 CHF 6'250 CHF 99.09% 99.09%
11.11.2024 43.60% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'391 CHF 7'098 CHF 99.31% 99.31%
08.11.2024 59.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'228 250'000 12'021 CHF 5'522 CHF 99.39% 99.39%
07.11.2024 43.41% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'225 250'000 18'223 CHF 7'075 CHF 99.30% 99.30%

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