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 39.09% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'685 CHF 7'671 CHF 99.38% 99.38%
19.11.2024 32.29% 0.02 CHF 0.03 CHF 1'000'000 250'000 989'082 253'565 26'325 CHF 9'310 CHF 99.27% 99.27%
18.11.2024 14.04% 0.07 CHF 0.08 CHF 775'000 400'000 757'043 391'326 50'147 CHF 29'840 CHF 99.26% 99.26%
15.11.2024 12.69% 0.07 CHF 0.08 CHF 675'000 350'000 682'232 353'457 50'344 CHF 29'619 CHF 99.39% 99.39%
14.11.2024 10.66% 0.09 CHF 0.10 CHF 575'000 300'000 576'387 299'527 51'219 CHF 29'613 CHF 99.34% 99.34%
13.11.2024 11.10% 0.09 CHF 0.10 CHF 575'000 300'000 595'135 304'786 50'691 CHF 29'014 CHF 99.37% 99.37%
12.11.2024 11.47% 0.09 CHF 0.10 CHF 600'000 300'000 611'578 314'297 50'300 CHF 28'979 CHF 99.10% 99.10%
11.11.2024 12.20% 0.08 CHF 0.09 CHF 625'000 325'000 652'494 339'435 50'205 CHF 29'511 CHF 99.30% 99.30%
08.11.2024 12.73% 0.08 CHF 0.09 CHF 675'000 350'000 690'865 357'933 50'834 CHF 29'917 CHF 99.38% 99.38%
07.11.2024 13.72% 0.07 CHF 0.08 CHF 725'000 375'000 739'879 387'003 50'195 CHF 30'239 CHF 99.26% 99.26%

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