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 32.88% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'476 CHF 8'869 CHF 99.97% 99.97%
19.11.2024 29.11% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'433 CHF 9'858 CHF 99.81% 99.81%
18.11.2024 32.90% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'459 CHF 8'865 CHF 99.90% 99.90%
15.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 100.00% 100.00%
14.11.2024 33.28% 0.03 CHF 0.04 CHF 1'000'000 250'000 976'821 250'000 24'435 CHF 8'764 CHF 99.56% 99.56%
13.11.2024 29.12% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'426 CHF 9'856 CHF 99.96% 99.96%
12.11.2024 32.66% 0.03 CHF 0.04 CHF 1'000'000 250'000 976'581 250'000 25'124 CHF 8'927 CHF 99.77% 99.77%
11.11.2024 33.33% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'000 CHF 8'750 CHF 99.81% 99.81%
08.11.2024 31.84% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 26'564 CHF 9'141 CHF 99.84% 99.84%
07.11.2024 28.48% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'127 CHF 10'032 CHF 99.90% 99.90%

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