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
22.11.2024 28.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'706 CHF 19'853 CHF 98.26% 98.26%
20.11.2024 56.08% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'969 CHF 11'984 CHF 99.35% 99.35%
19.11.2024 58.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'082 CHF 11'541 CHF 96.30% 96.30%
18.11.2024 65.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'578 CHF 10'289 CHF 94.61% 94.61%
15.11.2024 45.22% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'041 CHF 14'021 CHF 91.56% 91.56%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 94.56% 94.56%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 83.41% 83.41%
12.11.2024 30.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'050 CHF 19'025 CHF 91.94% 91.94%
11.11.2024 28.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'061 CHF 20'030 CHF 82.33% 82.33%
08.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 89.20% 89.20%

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