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 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.61% 98.61%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 88.86% 88.86%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 97.19% 97.19%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 91.45% 91.45%
14.11.2024 65.53% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'426 CHF 10'213 CHF 98.97% 98.97%
13.11.2024 66.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'080 CHF 10'040 CHF 98.67% 98.67%
12.11.2024 40.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'939 CHF 14'970 CHF 99.31% 99.31%
11.11.2024 28.34% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 468'452 30'359 CHF 18'882 CHF 99.32% 99.32%
08.11.2024 28.68% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 498'468 29'912 CHF 19'894 CHF 98.12% 98.12%
07.11.2024 17.02% 0.04 CHF 0.05 CHF 1'000'000 400'000 933'739 333'739 50'865 CHF 21'326 CHF 98.54% 98.54%

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