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 31.73% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'685 CHF 9'171 CHF 99.97% 99.97%
19.11.2024 32.51% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'904 CHF 8'976 CHF 99.80% 99.80%
18.11.2024 31.64% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'779 CHF 9'195 CHF 99.89% 99.89%
15.11.2024 28.39% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'254 CHF 10'064 CHF 100.00% 100.00%
14.11.2024 28.87% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'013 CHF 10'003 CHF 99.55% 99.55%
13.11.2024 20.54% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 257'700 43'819 CHF 13'907 CHF 99.95% 99.95%
12.11.2024 21.86% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 40'815 CHF 12'704 CHF 99.81% 99.81%
11.11.2024 26.21% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 33'309 CHF 10'827 CHF 99.81% 99.81%
08.11.2024 27.91% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 30'954 CHF 10'239 CHF 99.81% 99.81%
07.11.2024 32.37% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'009 CHF 9'002 CHF 99.90% 99.90%

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