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
22.11.2024 43.64% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 482'777 19'295 CHF 13'893 CHF 99.29% 99.29%
20.11.2024 76.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'134 CHF 9'067 CHF 99.18% 99.18%
19.11.2024 83.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'082 CHF 8'541 CHF 99.25% 99.25%
18.11.2024 94.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'573 CHF 7'787 CHF 99.39% 99.39%
15.11.2024 129.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'042 CHF 6'521 CHF 99.41% 99.41%
14.11.2024 153.79% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'575 CHF 5'787 CHF 97.51% 97.51%
13.11.2024 161.47% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'218 CHF 5'609 CHF 46.94% 98.99%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 92.64% 92.64%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.55% 98.55%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.12% 93.12%

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