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
25.11.2024 16.24% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 57'052 CHF 33'526 CHF 99.35% 99.35%
22.11.2024 15.03% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'748 CHF 35'874 CHF 99.37% 99.37%
20.11.2024 18.13% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'173 CHF 30'087 CHF 99.36% 99.36%
19.11.2024 17.36% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'947 CHF 31'473 CHF 99.35% 99.35%
18.11.2024 17.62% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'992 CHF 30'996 CHF 99.39% 99.39%
15.11.2024 17.91% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'960 CHF 30'480 CHF 99.38% 99.38%
14.11.2024 18.44% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'357 CHF 29'679 CHF 98.00% 98.00%
13.11.2024 24.83% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'897 CHF 22'948 CHF 99.37% 99.37%
12.11.2024 21.74% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'186 CHF 25'593 CHF 93.09% 93.09%
11.11.2024 18.05% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'484 CHF 30'242 CHF 99.36% 99.36%

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