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 100.00% 100.00%
19.11.2024 35.36% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 23'477 CHF 8'369 CHF 99.90% 99.90%
18.11.2024 37.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'242 CHF 8'061 CHF 99.90% 99.90%
15.11.2024 33.37% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'975 CHF 8'744 CHF 100.00% 100.00%
14.11.2024 29.55% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'972 CHF 9'743 CHF 99.98% 99.98%
13.11.2024 23.89% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 37'000 CHF 11'750 CHF 100.00% 100.00%
12.11.2024 28.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 30'002 CHF 10'001 CHF 99.69% 99.69%
11.11.2024 33.17% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'171 CHF 8'793 CHF 99.88% 99.88%
08.11.2024 29.54% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'987 CHF 9'747 CHF 100.00% 100.00%
07.11.2024 30.93% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 27'530 CHF 9'382 CHF 99.88% 99.88%

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