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 63.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'218 CHF 10'609 CHF 99.35% 99.35%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.56% 96.56%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 97.65% 97.65%
15.11.2024 46.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'699 CHF 13'850 CHF 91.78% 91.78%
14.11.2024 64.65% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'754 CHF 10'377 CHF 99.24% 99.24%
13.11.2024 40.51% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'810 CHF 14'905 CHF 99.07% 99.07%
12.11.2024 53.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'826 CHF 12'413 CHF 99.36% 99.36%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.34% 99.34%
08.11.2024 30.68% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'156 CHF 19'078 CHF 99.32% 99.32%
07.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.56% 98.56%

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