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 33.32% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'350 CHF 17'675 CHF 99.38% 99.38%
19.11.2024 36.78% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'378 CHF 16'189 CHF 99.31% 99.31%
18.11.2024 49.46% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'311 CHF 12'655 CHF 99.37% 99.37%
15.11.2024 51.10% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'839 CHF 12'920 CHF 99.42% 99.42%
14.11.2024 57.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'545 CHF 11'773 CHF 52.59% 98.60%
13.11.2024 39.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'145 CHF 15'073 CHF 99.38% 99.38%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 93.10% 93.10%
11.11.2024 22.06% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 42'309 CHF 26'155 CHF 99.37% 99.37%
08.11.2024 16.03% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'739 CHF 33'869 CHF 93.13% 93.13%
07.11.2024 13.62% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'524 CHF 39'762 CHF 98.62% 98.62%

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