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 29.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'437 CHF 19'719 CHF 98.66% 98.66%
19.11.2024 28.48% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'151 CHF 20'076 CHF 98.63% 98.63%
18.11.2024 23.86% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'414 CHF 23'707 CHF 98.71% 98.71%
15.11.2024 24.95% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 35'697 CHF 22'849 CHF 98.26% 98.26%
14.11.2024 28.61% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'966 CHF 19'983 CHF 97.70% 97.70%
13.11.2024 37.35% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'317 CHF 16'159 CHF 98.90% 98.90%
12.11.2024 28.79% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'807 CHF 19'903 CHF 92.58% 92.58%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.94% 98.94%
08.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 92.68% 92.68%
07.11.2024 22.15% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'173 CHF 25'087 CHF 98.04% 98.04%

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