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 43.72% 0.01 CHF 0.02 CHF 1'000'000 1'000'000 1'000'000 1'000'000 18'093 CHF 28'093 CHF 99.42% 99.42%
19.11.2024 35.90% 0.03 CHF 0.04 CHF 1'000'000 1'000'000 1'000'000 1'000'000 23'092 CHF 33'092 CHF 100.00% 100.00%
18.11.2024 39.73% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'321 CHF 30'321 CHF 99.26% 99.26%
15.11.2024 37.00% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 22'404 CHF 32'404 CHF 98.67% 98.67%
14.11.2024 40.17% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 20'191 CHF 30'191 CHF 100.00% 100.00%
13.11.2024 26.66% 0.02 CHF 0.03 CHF 1'000'000 1'000'000 1'000'000 1'000'000 33'288 CHF 43'288 CHF 99.08% 99.08%
12.11.2024 21.76% 0.04 CHF 0.05 CHF 1'000'000 1'000'000 1'000'000 1'000'000 41'038 CHF 51'038 CHF 99.81% 99.81%
11.11.2024 18.94% 0.05 CHF 0.06 CHF 1'000'000 1'000'000 1'000'000 1'000'000 47'959 CHF 57'959 CHF 100.00% 100.00%
08.11.2024 12.33% 0.06 CHF 0.07 CHF 890'000 890'000 890'000 890'000 68'143 CHF 77'043 CHF 100.00% 100.00%
07.11.2024 10.88% 0.09 CHF 0.10 CHF 1'000'000 1'000'000 1'000'000 1'000'000 87'681 CHF 97'681 CHF 100.00% 100.00%

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