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
22.11.2024 32.65% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'105 CHF 9'026 CHF 99.39% 99.39%
20.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'847 250'000 14'893 CHF 6'250 CHF 99.37% 99.37%
19.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'281 250'000 14'929 CHF 6'250 CHF 99.25% 99.25%
18.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'882 250'000 14'953 CHF 6'250 CHF 99.27% 99.27%
15.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'649 250'000 14'905 CHF 6'250 CHF 99.37% 99.37%
14.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'960 250'000 14'909 CHF 6'250 CHF 99.36% 99.36%
13.11.2024 46.15% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'302 250'000 16'841 CHF 6'732 CHF 99.37% 99.37%
12.11.2024 48.70% 0.02 CHF 0.03 CHF 1'000'000 250'000 994'688 250'000 15'569 CHF 6'412 CHF 99.08% 99.08%
11.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'364 250'000 14'946 CHF 6'250 CHF 99.22% 99.22%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.39% 99.39%

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