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 22.09% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'338 CHF 25'169 CHF 98.49% 98.49%
19.11.2024 22.20% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'092 CHF 25'046 CHF 98.44% 98.44%
18.11.2024 18.61% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'929 CHF 29'464 CHF 99.02% 99.02%
15.11.2024 18.37% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'537 CHF 29'768 CHF 98.16% 98.16%
14.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 97.18% 97.18%
13.11.2024 20.45% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 44'385 CHF 27'193 CHF 98.90% 98.90%
12.11.2024 18.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'002 CHF 30'001 CHF 98.57% 98.57%
11.11.2024 12.25% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 76'890 CHF 43'445 CHF 99.16% 99.16%
08.11.2024 14.79% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 63'100 CHF 36'550 CHF 98.57% 98.57%
07.11.2024 9.70% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 465'141 99'243 CHF 50'431 CHF 98.07% 98.07%

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