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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.36% 99.36%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.36% 99.36%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.34% 99.34%
14.11.2024 41.62% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 19'391 CHF 7'348 CHF 99.38% 99.38%
13.11.2024 31.89% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 27'096 CHF 9'274 CHF 99.04% 99.04%
12.11.2024 20.49% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 236'088 44'676 CHF 12'834 CHF 99.14% 99.14%
11.11.2024 21.16% 0.05 CHF 0.06 CHF 1'000'000 200'000 999'991 224'123 44'400 CHF 12'011 CHF 99.13% 99.13%
08.11.2024 28.06% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'170 CHF 10'293 CHF 99.37% 99.37%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 98.56% 98.56%

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