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 62.90% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 11'129 CHF 5'282 CHF 99.80% 99.80%
19.11.2024 54.91% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'896 250'000 13'420 CHF 5'882 CHF 99.70% 99.70%
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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.80% 99.80%
14.11.2024 64.83% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'552 CHF 5'138 CHF 99.81% 99.81%
13.11.2024 60.02% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 11'993 CHF 5'498 CHF 99.80% 99.80%
12.11.2024 50.15% 0.02 CHF 0.03 CHF 1'000'000 250'000 985'403 250'000 14'735 CHF 6'239 CHF 99.49% 99.49%
11.11.2024 62.98% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 11'106 CHF 5'277 CHF 99.71% 99.71%
08.11.2024 65.30% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'410 CHF 5'103 CHF 99.80% 99.80%
07.11.2024 66.65% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'672 250'000 9'972 CHF 5'001 CHF 95.68% 95.68%

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