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 86.82% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'561 CHF 8'281 CHF 97.57% 97.57%
19.11.2024 83.37% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'027 CHF 8'513 CHF 97.98% 97.98%
18.11.2024 86.12% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'776 CHF 8'388 CHF 99.15% 99.15%
15.11.2024 78.12% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'845 CHF 8'922 CHF 98.32% 98.32%
14.11.2024 74.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'626 CHF 9'313 CHF 97.21% 97.21%
13.11.2024 76.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'125 CHF 9'062 CHF 98.66% 98.66%
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 97.59% 97.59%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.08% 99.08%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.97% 98.97%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.35% 98.35%

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