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 24.55% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'339 CHF 23'170 CHF 99.51% 99.51%
19.11.2024 23.48% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 495'707 38'100 CHF 23'812 CHF 99.27% 99.27%
18.11.2024 20.76% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 471'635 43'609 CHF 25'102 CHF 99.25% 99.25%
15.11.2024 20.28% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 475'869 44'999 CHF 26'014 CHF 99.40% 99.40%
14.11.2024 22.72% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'220 CHF 24'610 CHF 97.53% 97.53%
13.11.2024 38.23% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'551 CHF 15'776 CHF 99.37% 99.37%
12.11.2024 30.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'883 CHF 18'942 CHF 93.09% 93.09%
11.11.2024 22.15% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'313 CHF 25'156 CHF 99.37% 99.37%
08.11.2024 19.39% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 482'521 47'107 CHF 27'471 CHF 99.36% 99.36%
07.11.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 60'000 CHF 28'000 CHF 98.60% 98.60%

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