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 37.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'626 CHF 16'313 CHF 98.25% 98.25%
19.11.2024 39.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'220 CHF 15'110 CHF 98.63% 98.63%
18.11.2024 28.09% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'753 CHF 20'376 CHF 98.81% 98.81%
15.11.2024 23.04% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'712 CHF 24'356 CHF 98.35% 98.35%
14.11.2024 29.65% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'054 CHF 19'527 CHF 97.77% 97.77%
13.11.2024 27.12% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'534 CHF 21'267 CHF 98.88% 98.88%
12.11.2024 22.41% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 40'062 CHF 25'031 CHF 97.20% 97.20%
11.11.2024 11.93% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 78'982 CHF 35'593 CHF 98.95% 98.95%
08.11.2024 15.34% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 455'899 61'372 CHF 32'236 CHF 92.44% 92.44%
07.11.2024 8.62% 0.14 CHF 0.15 CHF 900'000 300'000 938'823 338'823 105'910 CHF 41'152 CHF 98.14% 98.14%

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