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 22.90% 0.03 CHF 0.04 CHF 1'000'000 350'000 1'000'000 350'000 39'702 CHF 17'396 CHF 99.16% 99.16%
19.11.2024 24.82% 0.04 CHF 0.05 CHF 1'000'000 350'000 1'000'000 350'000 35'907 CHF 16'067 CHF 99.17% 99.17%
18.11.2024 22.18% 0.04 CHF 0.05 CHF 1'000'000 350'000 1'000'000 350'000 40'100 CHF 17'535 CHF 99.22% 99.22%
15.11.2024 23.45% 0.03 CHF 0.04 CHF 1'000'000 350'000 1'000'000 350'000 38'061 CHF 16'821 CHF 99.17% 99.17%
14.11.2024 21.75% 0.05 CHF 0.06 CHF 1'000'000 350'000 1'000'000 350'000 41'173 CHF 17'910 CHF 99.15% 99.15%
13.11.2024 21.24% 0.04 CHF 0.05 CHF 1'000'000 350'000 1'000'000 350'000 42'435 CHF 18'352 CHF 99.16% 99.16%
12.11.2024 15.83% 0.05 CHF 0.06 CHF 1'000'000 350'000 1'000'000 350'000 58'404 CHF 23'941 CHF 99.16% 99.16%
11.11.2024 12.96% 0.07 CHF 0.08 CHF 1'000'000 350'000 1'000'000 350'000 72'402 CHF 28'841 CHF 99.17% 99.17%
08.11.2024 16.71% 0.06 CHF 0.07 CHF 1'000'000 350'000 1'000'000 350'000 55'275 CHF 22'846 CHF 99.17% 99.17%
07.11.2024 15.08% 0.05 CHF 0.06 CHF 1'000'000 350'000 1'000'000 350'000 61'845 CHF 25'146 CHF 98.18% 98.18%

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