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 68.16% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'894 CHF 9'947 CHF 99.38% 99.38%
19.11.2024 72.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'905 CHF 9'452 CHF 99.30% 99.30%
18.11.2024 84.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'889 CHF 8'444 CHF 99.37% 99.37%
15.11.2024 88.39% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'354 CHF 8'177 CHF 99.84% 99.84%
14.11.2024 112.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'124 CHF 7'062 CHF 98.59% 98.59%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 81.54% 99.34%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.10% 93.10%
11.11.2024 48.16% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'942 CHF 13'471 CHF 99.37% 99.37%
08.11.2024 28.56% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'022 CHF 20'011 CHF 93.13% 93.13%
07.11.2024 23.07% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'891 CHF 24'945 CHF 98.63% 98.63%

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