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 68.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'710 CHF 4'927 CHF 99.97% 99.97%
19.11.2024 66.81% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'978 CHF 4'994 CHF 99.82% 99.82%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'530 250'000 9'925 CHF 5'000 CHF 99.91% 99.91%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'822 250'000 9'868 CHF 5'000 CHF 100.00% 100.00%
14.11.2024 57.56% 0.01 CHF 0.02 CHF 850'000 250'000 762'820 250'000 9'583 CHF 5'683 CHF 99.61% 99.61%
13.11.2024 49.80% 0.02 CHF 0.03 CHF 675'000 250'000 616'163 250'000 9'291 CHF 6'275 CHF 99.96% 99.96%
12.11.2024 43.57% 0.02 CHF 0.03 CHF 575'000 250'000 456'880 250'000 8'212 CHF 7'053 CHF 99.79% 99.79%
11.11.2024 34.67% 0.03 CHF 0.04 CHF 300'000 250'000 311'941 248'695 7'436 CHF 8'521 CHF 99.81% 99.81%
08.11.2024 31.29% 0.03 CHF 0.04 CHF 300'000 250'000 273'295 243'901 7'354 CHF 9'051 CHF 99.80% 99.80%
07.11.2024 25.02% 0.03 CHF 0.04 CHF 225'000 225'000 203'635 203'635 7'130 CHF 9'166 CHF 99.88% 99.88%

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