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 99.24% 99.24%
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 96.57% 96.57%
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 97.59% 97.59%
15.11.2024 39.47% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'467 CHF 15'234 CHF 91.88% 91.88%
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 99.20% 99.20%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.09% 99.09%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.35% 99.35%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.34% 99.34%
08.11.2024 23.40% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 38'149 CHF 24'075 CHF 99.32% 99.32%
07.11.2024 21.99% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'583 CHF 25'292 CHF 98.53% 98.53%

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