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 40.08% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'971 CHF 14'985 CHF 98.94% 98.94%
19.11.2024 48.15% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'945 CHF 13'472 CHF 98.75% 98.75%
18.11.2024 38.84% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'015 CHF 15'508 CHF 99.22% 99.22%
15.11.2024 34.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'423 CHF 17'212 CHF 99.41% 99.41%
14.11.2024 51.85% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'914 CHF 12'457 CHF 97.61% 97.61%
13.11.2024 77.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'068 CHF 9'034 CHF 99.34% 99.34%
12.11.2024 61.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'529 CHF 10'764 CHF 99.34% 99.34%
11.11.2024 39.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'384 CHF 15'192 CHF 99.06% 99.06%
08.11.2024 37.64% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'732 CHF 15'866 CHF 98.52% 98.52%
07.11.2024 21.68% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'356 CHF 25'678 CHF 98.61% 98.61%

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