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 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.80% 99.80%
19.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.72% 99.72%
18.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.72% 99.72%
15.11.2024 50.37% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'889 CHF 6'222 CHF 99.80% 99.80%
14.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.80% 99.80%
13.11.2024 49.92% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'040 CHF 6'260 CHF 99.80% 99.80%
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 99.51% 99.51%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.71% 99.71%
08.11.2024 35.73% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 23'205 CHF 8'301 CHF 99.80% 99.80%
07.11.2024 35.03% 0.03 CHF 0.04 CHF 1'000'000 250'000 993'843 250'000 23'608 CHF 8'433 CHF 95.69% 95.69%

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