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 58.23% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'532 CHF 5'633 CHF 99.96% 99.96%
19.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 987'581 250'000 14'814 CHF 6'250 CHF 99.53% 99.53%
18.11.2024 50.64% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'808 CHF 6'202 CHF 99.91% 99.91%
15.11.2024 57.70% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 12'691 CHF 5'673 CHF 100.00% 100.00%
14.11.2024 64.32% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'705 CHF 5'176 CHF 99.65% 99.65%
13.11.2024 52.01% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 14'396 CHF 6'099 CHF 99.93% 99.93%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.78% 99.78%
11.11.2024 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%
08.11.2024 65.16% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'453 CHF 5'113 CHF 99.84% 99.84%
07.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.89% 99.89%

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