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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.97% 99.97%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.82% 99.82%
18.11.2024 65.30% 0.01 CHF 0.02 CHF 1'000'000 250'000 987'596 250'000 10'230 CHF 5'103 CHF 99.89% 99.89%
15.11.2024 64.25% 0.02 CHF 0.03 CHF 700'000 250'000 958'844 250'000 10'107 CHF 5'181 CHF 100.00% 100.00%
14.11.2024 64.30% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'709 CHF 5'177 CHF 99.74% 99.74%
13.11.2024 61.53% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 11'541 CHF 5'385 CHF 99.94% 99.94%
12.11.2024 59.47% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 12'159 CHF 5'540 CHF 99.80% 99.80%
11.11.2024 53.82% 0.01 CHF 0.02 CHF 1'000'000 250'000 998'239 250'000 13'828 CHF 5'964 CHF 99.81% 99.81%
08.11.2024 47.81% 0.02 CHF 0.03 CHF 925'000 250'000 804'399 250'000 12'718 CHF 6'625 CHF 99.82% 99.82%
07.11.2024 63.19% 0.01 CHF 0.02 CHF 1'000'000 250'000 972'032 250'000 10'637 CHF 5'291 CHF 99.89% 99.89%

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