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 25.13% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 35'703 CHF 22'852 CHF 99.10% 99.10%
19.11.2024 39.42% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 21'215 CHF 15'608 CHF 87.24% 87.24%
18.11.2024 40.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'885 CHF 14'942 CHF 97.32% 97.32%
15.11.2024 41.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'680 CHF 14'840 CHF 91.47% 91.47%
14.11.2024 11.17% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 85'345 CHF 47'673 CHF 99.01% 99.01%
13.11.2024 20.47% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 45'719 CHF 27'860 CHF 98.69% 98.69%
12.11.2024 18.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'892 CHF 29'946 CHF 99.32% 99.32%
11.11.2024 14.93% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'280 CHF 36'140 CHF 99.33% 99.33%
08.11.2024 13.80% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 68'614 CHF 39'307 CHF 98.17% 98.17%
07.11.2024 22.93% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'520 CHF 24'760 CHF 98.42% 98.42%

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