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 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.53% 99.53%
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 99.63% 99.63%
18.11.2024 60.35% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'370 CHF 11'185 CHF 99.56% 99.56%
15.11.2024 61.19% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'055 CHF 11'028 CHF 99.41% 99.41%
14.11.2024 59.93% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'708 CHF 10'854 CHF 97.56% 97.56%
13.11.2024 79.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'707 CHF 8'853 CHF 99.37% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.09% 93.09%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.37% 99.37%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.13% 93.13%
07.11.2024 46.01% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'747 CHF 13'874 CHF 98.59% 98.59%

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