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 1'000'000 750'000 1'000'000 750'000 10'000 CHF 15'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 750'000 1'000'000 750'000 10'000 CHF 15'000 CHF 99.38% 99.38%
18.11.2024 55.53% 0.01 CHF 0.02 CHF 1'000'000 750'000 1'000'000 750'000 14'176 CHF 18'132 CHF 99.38% 99.38%
15.11.2024 43.20% 0.02 CHF 0.03 CHF 1'000'000 750'000 1'000'000 750'000 18'823 CHF 21'617 CHF 99.34% 99.34%
14.11.2024 27.07% 0.04 CHF 0.05 CHF 1'000'000 750'000 1'000'000 750'000 32'368 CHF 31'776 CHF 99.38% 99.38%
13.11.2024 19.42% 0.04 CHF 0.05 CHF 1'000'000 750'000 1'000'000 750'000 47'593 CHF 43'195 CHF 99.38% 99.38%
12.11.2024 19.21% 0.04 CHF 0.05 CHF 1'000'000 750'000 1'000'000 750'000 47'533 CHF 43'150 CHF 99.14% 99.14%
11.11.2024 13.51% 0.07 CHF 0.08 CHF 1'000'000 750'000 999'978 750'000 69'145 CHF 59'360 CHF 99.13% 99.13%
08.11.2024 15.61% 0.05 CHF 0.06 CHF 1'000'000 750'000 1'000'000 749'977 59'904 CHF 52'427 CHF 99.37% 99.37%
07.11.2024 12.87% 0.08 CHF 0.09 CHF 1'000'000 750'000 1'000'000 750'000 73'050 CHF 62'288 CHF 98.56% 98.56%

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