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 16.92% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 54'509 CHF 32'255 CHF 99.28% 99.28%
19.11.2024 17.54% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'295 CHF 31'148 CHF 98.74% 98.74%
18.11.2024 15.43% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'852 CHF 34'926 CHF 99.19% 99.19%
15.11.2024 15.75% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 58'730 CHF 34'365 CHF 99.51% 99.51%
14.11.2024 19.57% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 46'712 CHF 28'356 CHF 97.62% 97.62%
13.11.2024 26.99% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'488 CHF 21'244 CHF 99.37% 99.37%
12.11.2024 22.89% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'011 CHF 24'506 CHF 93.10% 93.10%
11.11.2024 17.63% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'966 CHF 30'983 CHF 99.06% 99.06%
08.11.2024 17.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 53'558 CHF 31'779 CHF 93.13% 93.13%
07.11.2024 12.48% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 75'449 CHF 42'725 CHF 98.61% 98.61%

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