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 63.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'760 CHF 10'380 CHF 90.84% 90.84%
19.11.2024 56.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'635 CHF 11'318 CHF 96.33% 96.33%
18.11.2024 50.65% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'767 CHF 12'383 CHF 96.75% 96.75%
15.11.2024 49.85% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'067 CHF 12'533 CHF 95.56% 95.56%
14.11.2024 57.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'545 CHF 11'273 CHF 98.85% 98.85%
13.11.2024 61.20% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'378 CHF 10'689 CHF 98.88% 98.88%
12.11.2024 50.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'870 CHF 12'435 CHF 98.70% 98.70%
11.11.2024 47.09% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'327 CHF 13'163 CHF 98.68% 98.68%
08.11.2024 49.20% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'345 CHF 12'673 CHF 98.86% 98.86%
07.11.2024 46.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'504 CHF 13'252 CHF 98.24% 98.24%

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