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
22.11.2024 26.64% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 33'683 CHF 21'841 CHF 98.81% 98.81%
20.11.2024 37.18% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 22'753 CHF 16'377 CHF 98.74% 98.74%
19.11.2024 35.75% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'721 CHF 16'861 CHF 98.91% 98.91%
18.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.99% 98.99%
15.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.70% 98.70%
14.11.2024 27.75% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'290 CHF 20'645 CHF 97.27% 97.27%
13.11.2024 28.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'085 CHF 20'043 CHF 98.55% 98.55%
12.11.2024 23.47% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'029 CHF 24'014 CHF 92.65% 92.65%
11.11.2024 21.74% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'188 CHF 25'594 CHF 98.76% 98.76%
08.11.2024 15.94% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 63'243 CHF 36'622 CHF 94.04% 94.04%

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