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 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.59% 99.59%
19.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.51% 99.51%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.57% 98.57%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.18% 99.18%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.26% 98.26%
13.11.2024 66.53% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'050 CHF 10'025 CHF 99.60% 99.60%
12.11.2024 47.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'302 CHF 13'651 CHF 99.58% 99.58%
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 99.56% 99.56%
08.11.2024 39.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'033 CHF 15'016 CHF 98.42% 98.42%
07.11.2024 28.63% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'953 CHF 19'976 CHF 98.53% 98.53%

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