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 31.34% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 26'963 CHF 36'963 CHF 99.58% 99.58%
19.11.2024 32.09% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 26'325 CHF 36'325 CHF 98.98% 99.03%
18.11.2024 21.57% 0.04 CHF 0.05 CHF 1'000'000 1'000'000 1'000'000 1'000'000 41'429 CHF 51'429 CHF 99.50% 99.50%
15.11.2024 19.24% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 47'025 CHF 57'025 CHF 98.94% 98.94%
14.11.2024 17.37% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 52'706 CHF 62'706 CHF 98.94% 98.96%
13.11.2024 27.18% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 31'832 CHF 41'832 CHF 99.53% 99.53%
12.11.2024 21.97% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 40'718 CHF 50'718 CHF 98.88% 98.97%
11.11.2024 17.83% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 51'106 CHF 61'106 CHF 99.42% 99.48%
08.11.2024 19.02% 0.04 CHF 0.05 CHF 1'000'000 1'000'000 1'000'000 1'000'000 47'795 CHF 57'795 CHF 99.51% 99.51%
07.11.2024 17.35% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 1'000'000 1'000'000 52'785 CHF 62'785 CHF 99.50% 99.50%

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