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 38.87% 99.17%
19.11.2024 64.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'916 CHF 10'458 CHF 56.26% 98.08%
18.11.2024 39.68% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'283 CHF 15'142 CHF 99.14% 99.14%
15.11.2024 35.59% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'860 CHF 16'930 CHF 98.51% 98.51%
14.11.2024 37.06% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'569 CHF 16'284 CHF 97.48% 97.48%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.14% 99.14%
12.11.2024 30.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'213 CHF 19'607 CHF 97.22% 97.22%
11.11.2024 42.87% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'175 CHF 15'087 CHF 98.34% 98.34%
08.11.2024 66.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'221 CHF 10'111 CHF 98.78% 98.78%
07.11.2024 60.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'131 CHF 11'066 CHF 98.10% 98.10%

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