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 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.51% 99.51%
19.11.2024 19.08% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'772 CHF 28'886 CHF 99.26% 99.26%
18.11.2024 17.99% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'700 CHF 30'350 CHF 99.39% 99.39%
15.11.2024 21.58% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'591 CHF 25'795 CHF 99.39% 99.39%
14.11.2024 19.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'601 CHF 28'801 CHF 98.01% 98.01%
13.11.2024 19.68% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 46'283 CHF 28'142 CHF 99.38% 99.38%
12.11.2024 15.97% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 57'894 CHF 33'947 CHF 93.14% 93.14%
11.11.2024 15.23% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 472'144 60'790 CHF 33'359 CHF 98.27% 98.27%
08.11.2024 13.68% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 68'318 CHF 31'327 CHF 93.12% 93.12%
07.11.2024 12.09% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 77'924 CHF 35'170 CHF 98.61% 98.61%

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