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 22.15% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'175 CHF 25'088 CHF 99.27% 99.27%
18.11.2024 20.94% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 43'181 CHF 26'591 CHF 99.40% 99.40%
15.11.2024 21.27% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'368 CHF 26'184 CHF 99.40% 99.40%
14.11.2024 23.09% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'630 CHF 24'315 CHF 97.52% 97.52%
13.11.2024 33.27% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'886 CHF 17'943 CHF 99.38% 99.38%
12.11.2024 28.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'797 CHF 19'899 CHF 93.09% 93.09%
11.11.2024 22.43% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'669 CHF 24'834 CHF 99.37% 99.37%
08.11.2024 22.07% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'395 CHF 25'198 CHF 93.13% 93.13%
07.11.2024 18.22% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'893 CHF 29'947 CHF 98.61% 98.61%

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