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
03.12.2024 49.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'342 CHF 12'671 CHF 99.38% 99.38%
02.12.2024 56.85% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'650 CHF 11'325 CHF 95.55% 95.55%
29.11.2024 46.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'654 CHF 13'827 CHF 97.64% 97.64%
28.11.2024 43.78% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'581 CHF 14'290 CHF 99.36% 99.36%
27.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.60% 98.60%
26.11.2024 45.41% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'973 CHF 13'986 CHF 97.55% 97.55%
25.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.93% 98.93%
22.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.27% 99.27%
20.11.2024 36.06% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'451 CHF 16'726 CHF 99.06% 99.06%
19.11.2024 34.97% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 24'399 CHF 17'199 CHF 96.68% 96.68%

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