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 33.57% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 27'171 CHF 18'585 CHF 98.96% 98.96%
19.11.2024 30.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'028 CHF 19'014 CHF 98.91% 98.91%
18.11.2024 27.90% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'050 CHF 20'525 CHF 98.97% 98.97%
15.11.2024 21.76% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'145 CHF 25'572 CHF 98.47% 98.47%
14.11.2024 19.70% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 46'571 CHF 28'286 CHF 97.27% 97.27%
13.11.2024 20.50% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 44'300 CHF 27'150 CHF 98.81% 98.81%
12.11.2024 16.20% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 57'086 CHF 33'543 CHF 98.91% 98.91%
11.11.2024 16.20% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 485'901 58'037 CHF 32'765 CHF 98.85% 98.85%
08.11.2024 8.75% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 419'861 123'237 CHF 54'738 CHF 99.15% 99.15%
07.11.2024 5.44% 0.20 CHF 0.21 CHF 900'000 300'000 980'595 380'595 175'641 CHF 71'714 CHF 97.96% 97.96%

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