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
20.02.2025 10.53% 0.05 CHF 0.10 CHF 500'000 200'000 500'000 200'000 45'000 CHF 20'000 CHF 5.48% 99.99%
19.02.2025 9.64% 0.10 CHF 0.11 CHF 500'000 200'000 493'590 200'000 48'844 CHF 21'820 CHF 79.41% 99.99%
18.02.2025 10.17% 0.08 CHF 0.10 CHF 500'000 200'000 499'977 200'000 46'785 CHF 20'715 CHF 63.72% 99.99%
17.02.2025 9.99% 0.08 CHF 0.10 CHF 500'000 200'000 499'828 200'000 47'642 CHF 21'064 CHF 98.84% 100.00%
14.02.2025 9.04% 0.08 CHF 0.10 CHF 500'000 200'000 469'223 200'000 49'703 CHF 23'265 CHF 76.36% 99.99%
13.02.2025 4.92% 0.16 CHF 0.17 CHF 320'000 200'000 255'133 200'000 50'589 CHF 41'939 CHF 99.61% 99.61%
12.02.2025 3.99% 0.27 CHF 0.28 CHF 200'000 200'000 209'833 200'000 52'078 CHF 51'797 CHF 98.36% 98.36%
11.02.2025 3.29% 0.26 CHF 0.27 CHF 200'000 200'000 200'000 200'000 59'942 CHF 61'942 CHF 99.97% 99.97%
10.02.2025 3.46% 0.29 CHF 0.30 CHF 200'000 200'000 200'000 200'000 56'921 CHF 58'921 CHF 99.99% 99.99%
07.02.2025 4.11% 0.28 CHF 0.29 CHF 200'000 200'000 212'967 200'000 50'718 CHF 49'715 CHF 96.94% 96.94%

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