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 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.46% 99.46%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.81% 96.81%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 97.72% 97.72%
15.11.2024 45.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'063 CHF 14'031 CHF 96.53% 96.53%
14.11.2024 26.74% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'886 CHF 21'443 CHF 99.35% 99.35%
13.11.2024 38.84% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'018 CHF 15'509 CHF 98.91% 98.91%
12.11.2024 30.49% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'324 CHF 19'162 CHF 99.37% 99.37%
11.11.2024 25.15% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'394 CHF 22'697 CHF 99.38% 99.38%
08.11.2024 18.52% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'253 CHF 29'627 CHF 99.34% 99.34%
07.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'024 CHF 30'012 CHF 98.66% 98.66%

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