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 65.24% 0.01 CHF 0.02 CHF 1'000'000 150'000 1'000'000 150'000 10'535 CHF 3'080 CHF 99.37% 99.37%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 150'000 1'000'000 150'000 10'000 CHF 3'000 CHF 99.37% 99.37%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 150'000 1'000'000 150'000 10'000 CHF 3'000 CHF 99.23% 99.23%
15.11.2024 61.15% 0.01 CHF 0.02 CHF 1'000'000 150'000 1'000'000 150'000 12'070 CHF 3'311 CHF 99.37% 99.37%
14.11.2024 39.40% 0.02 CHF 0.03 CHF 1'000'000 150'000 1'000'000 150'000 20'522 CHF 4'578 CHF 99.37% 99.37%
13.11.2024 28.75% 0.03 CHF 0.04 CHF 1'000'000 150'000 1'000'000 150'000 30'235 CHF 6'035 CHF 99.37% 99.37%
12.11.2024 14.41% 0.05 CHF 0.06 CHF 1'000'000 150'000 1'000'000 150'000 67'011 CHF 11'552 CHF 99.37% 99.37%
11.11.2024 20.75% 0.04 CHF 0.05 CHF 1'000'000 150'000 1'000'000 150'000 43'666 CHF 8'050 CHF 99.37% 99.37%
08.11.2024 26.17% 0.03 CHF 0.04 CHF 1'000'000 150'000 1'000'000 150'000 33'780 CHF 6'567 CHF 99.37% 99.37%
07.11.2024 18.55% 0.04 CHF 0.05 CHF 1'000'000 150'000 1'000'000 150'000 49'092 CHF 8'864 CHF 99.30% 99.30%

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