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 126.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'494 CHF 6'747 CHF 98.22% 98.75%
19.11.2024 123.90% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'138 CHF 6'569 CHF 99.03% 99.03%
18.11.2024 98.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'135 CHF 7'567 CHF 99.00% 99.00%
15.11.2024 74.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'522 CHF 9'261 CHF 98.48% 98.48%
14.11.2024 68.05% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 9'964 CHF 9'982 CHF 97.42% 97.42%
13.11.2024 64.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'442 CHF 10'221 CHF 91.78% 98.85%
12.11.2024 53.84% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'811 CHF 12'406 CHF 98.86% 98.86%
11.11.2024 61.39% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'119 CHF 11'059 CHF 98.93% 98.93%
08.11.2024 20.47% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 59'554 CHF 34'777 CHF 98.67% 98.67%
07.11.2024 9.65% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 499'740 99'332 CHF 54'632 CHF 98.12% 98.12%

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