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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.38% 99.38%
19.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 96.59% 96.59%
18.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.57% 97.57%
15.11.2024 28.35% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'349 CHF 20'174 CHF 91.81% 91.81%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.19% 99.19%
13.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.07% 99.07%
12.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.35% 99.35%
11.11.2024 22.20% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'055 CHF 25'028 CHF 99.31% 99.31%
08.11.2024 17.77% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 51'824 CHF 30'912 CHF 99.33% 99.33%
07.11.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'033 CHF 35'017 CHF 98.55% 98.55%

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