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 64.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'849 CHF 10'425 CHF 54.08% 97.65%
19.11.2024 53.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'009 CHF 12'505 CHF 94.40% 94.40%
18.11.2024 37.26% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 499'993 22'402 CHF 16'201 CHF 96.26% 96.26%
15.11.2024 39.34% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'767 CHF 15'884 CHF 96.42% 96.42%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.14% 97.14%
13.11.2024 34.77% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'580 CHF 17'290 CHF 97.80% 97.80%
12.11.2024 24.13% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'003 CHF 23'501 CHF 98.04% 98.04%
11.11.2024 20.26% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 495'718 45'034 CHF 27'220 CHF 98.43% 98.43%
08.11.2024 14.73% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 403'033 63'227 CHF 29'499 CHF 96.35% 96.35%
07.11.2024 12.44% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 76'059 CHF 34'424 CHF 98.05% 98.05%

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