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 23.36% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 38'110 CHF 12'027 CHF 99.80% 99.80%
19.11.2024 22.15% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'854 250'000 40'001 CHF 12'572 CHF 99.71% 99.71%
18.11.2024 25.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'965 CHF 11'241 CHF 99.69% 99.69%
15.11.2024 27.49% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'517 CHF 10'379 CHF 99.81% 99.81%
14.11.2024 24.52% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'961 CHF 11'490 CHF 99.80% 99.80%
13.11.2024 24.02% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 36'758 CHF 11'690 CHF 99.79% 99.79%
12.11.2024 22.36% 0.04 CHF 0.05 CHF 1'000'000 250'000 985'379 250'000 39'198 CHF 12'446 CHF 99.49% 99.49%
11.11.2024 24.65% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 35'700 CHF 11'425 CHF 99.72% 99.72%
08.11.2024 25.08% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 34'882 CHF 11'220 CHF 99.80% 99.80%
07.11.2024 27.87% 0.03 CHF 0.04 CHF 1'000'000 250'000 996'660 250'000 30'878 CHF 10'244 CHF 95.68% 95.68%

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