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 42.48% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'070 CHF 14'535 CHF 99.36% 99.36%
19.11.2024 39.34% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 489'873 21'105 CHF 15'147 CHF 99.25% 99.25%
18.11.2024 38.34% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 490'731 21'454 CHF 15'356 CHF 99.23% 99.23%
15.11.2024 41.41% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'470 CHF 14'735 CHF 99.39% 99.39%
14.11.2024 39.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'897 CHF 15'949 CHF 98.02% 98.02%
13.11.2024 40.01% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'996 CHF 14'998 CHF 99.35% 99.35%
12.11.2024 24.66% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 414'080 36'838 CHF 19'214 CHF 93.14% 93.14%
11.11.2024 21.69% 0.04 CHF 0.05 CHF 1'000'000 400'000 985'260 386'104 40'688 CHF 19'727 CHF 98.27% 98.27%
08.11.2024 16.01% 0.05 CHF 0.06 CHF 900'000 300'000 900'000 300'000 51'982 CHF 20'327 CHF 93.12% 93.12%
07.11.2024 13.07% 0.06 CHF 0.07 CHF 750'000 250'000 756'778 252'259 54'651 CHF 20'740 CHF 98.60% 98.60%

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