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 28.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'664 CHF 19'832 CHF 99.13% 99.13%
19.11.2024 36.85% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'759 CHF 16'379 CHF 98.73% 98.73%
18.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.36% 99.36%
15.11.2024 28.97% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'651 CHF 19'826 CHF 99.57% 99.57%
14.11.2024 38.13% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'638 CHF 15'819 CHF 97.59% 97.59%
13.11.2024 43.38% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'732 CHF 14'366 CHF 99.34% 99.34%
12.11.2024 40.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'665 CHF 14'833 CHF 96.44% 96.44%
11.11.2024 32.59% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 25'733 CHF 17'866 CHF 99.06% 99.06%
08.11.2024 32.68% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'661 CHF 17'830 CHF 98.10% 98.10%
07.11.2024 22.71% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'136 CHF 24'568 CHF 98.60% 98.60%

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