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 89.85% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 6'522 CHF 4'130 CHF 99.95% 99.95%
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 99.81% 99.81%
18.11.2024 73.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'596 250'000 8'924 CHF 4'740 CHF 99.88% 99.88%
15.11.2024 67.44% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'884 CHF 4'971 CHF 100.00% 100.00%
14.11.2024 64.90% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'030 250'000 10'424 CHF 5'132 CHF 99.52% 99.52%
13.11.2024 50.00% 0.02 CHF 0.03 CHF 675'000 250'000 731'341 250'000 10'970 CHF 6'250 CHF 99.96% 99.96%
12.11.2024 63.55% 0.02 CHF 0.03 CHF 925'000 250'000 991'214 250'000 10'803 CHF 5'233 CHF 99.79% 99.79%
11.11.2024 65.54% 0.01 CHF 0.02 CHF 1'000'000 250'000 999'313 250'000 10'331 CHF 5'085 CHF 99.78% 99.78%
08.11.2024 50.00% 0.02 CHF 0.03 CHF 900'000 250'000 852'118 250'000 12'782 CHF 6'250 CHF 99.83% 99.83%
07.11.2024 50.68% 0.02 CHF 0.03 CHF 925'000 250'000 938'551 250'000 13'876 CHF 6'204 CHF 99.90% 99.90%

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