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 86.41% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'599 CHF 8'300 CHF 98.63% 98.63%
19.11.2024 87.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'447 CHF 8'224 CHF 88.38% 88.38%
18.11.2024 74.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'416 CHF 9'208 CHF 97.14% 97.14%
15.11.2024 62.41% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'465 CHF 10'733 CHF 91.29% 91.29%
14.11.2024 60.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'623 CHF 10'812 CHF 99.00% 99.00%
13.11.2024 61.78% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'267 CHF 10'634 CHF 98.69% 98.69%
12.11.2024 54.71% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'305 CHF 11'652 CHF 99.31% 99.31%
11.11.2024 45.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'776 CHF 13'388 CHF 99.32% 99.32%
08.11.2024 48.71% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'610 CHF 12'805 CHF 98.11% 98.11%
07.11.2024 40.61% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'706 CHF 14'853 CHF 98.66% 98.66%

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