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 25.00% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'000 CHF 11'250 CHF 99.80% 99.80%
19.11.2024 25.32% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'814 250'000 34'297 CHF 11'137 CHF 99.72% 99.72%
18.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'000 CHF 10'000 CHF 99.70% 99.70%
15.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'000 CHF 10'000 CHF 99.80% 99.80%
14.11.2024 28.20% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'524 CHF 10'131 CHF 99.81% 99.81%
13.11.2024 27.28% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'809 CHF 10'452 CHF 99.80% 99.80%
12.11.2024 25.03% 0.04 CHF 0.05 CHF 1'000'000 250'000 985'421 250'000 34'454 CHF 11'241 CHF 99.49% 99.49%
11.11.2024 27.10% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 32'059 CHF 10'515 CHF 99.71% 99.71%
08.11.2024 28.42% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'214 CHF 10'053 CHF 99.80% 99.80%
07.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'723 250'000 29'902 CHF 10'000 CHF 95.67% 95.67%

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