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 40.27% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'898 CHF 14'949 CHF 99.42% 99.42%
19.11.2024 44.56% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'290 CHF 14'145 CHF 96.80% 96.80%
18.11.2024 40.18% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'932 CHF 14'966 CHF 97.70% 97.70%
15.11.2024 40.82% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'692 CHF 14'846 CHF 96.58% 96.58%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.33% 99.33%
13.11.2024 39.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'217 CHF 15'108 CHF 98.80% 98.80%
12.11.2024 34.51% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'807 CHF 17'404 CHF 99.38% 99.38%
11.11.2024 30.64% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'193 CHF 19'096 CHF 99.36% 99.36%
08.11.2024 28.48% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'143 CHF 20'071 CHF 99.34% 99.34%
07.11.2024 28.23% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'543 CHF 20'272 CHF 98.66% 98.66%

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