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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.97% 99.97%
19.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.79% 99.79%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 992'389 250'000 19'848 CHF 7'500 CHF 99.89% 99.89%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 100.00% 100.00%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.54% 99.54%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.94% 99.94%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.77% 99.77%
11.11.2024 35.75% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 23'233 CHF 8'308 CHF 99.79% 99.79%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.89% 99.89%
07.11.2024 38.39% 0.02 CHF 0.03 CHF 1'000'000 250'000 984'624 250'000 21'088 CHF 7'902 CHF 99.90% 99.90%

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