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 67.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'850 CHF 4'962 CHF 99.80% 99.80%
19.11.2024 68.56% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'806 250'000 9'644 CHF 4'929 CHF 99.72% 99.72%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.70% 99.70%
15.11.2024 57.79% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'662 CHF 5'665 CHF 99.79% 99.79%
14.11.2024 63.65% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 10'905 CHF 5'226 CHF 99.81% 99.81%
13.11.2024 54.27% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 13'720 CHF 5'930 CHF 99.80% 99.80%
12.11.2024 56.16% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'380 250'000 12'971 CHF 5'788 CHF 99.49% 99.49%
11.11.2024 57.65% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 12'706 CHF 5'677 CHF 99.71% 99.71%
08.11.2024 49.35% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'324 CHF 6'331 CHF 99.81% 99.81%
07.11.2024 35.90% 0.02 CHF 0.03 CHF 1'000'000 250'000 996'663 250'000 22'992 CHF 8'269 CHF 95.69% 95.69%

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