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 27.98% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'937 CHF 20'468 CHF 96.92% 96.92%
19.11.2024 28.39% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'283 CHF 20'142 CHF 95.75% 95.75%
18.11.2024 24.37% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'611 CHF 23'306 CHF 92.65% 92.65%
15.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 93.15% 93.15%
14.11.2024 24.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'848 CHF 23'424 CHF 98.75% 98.75%
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 94.91% 94.91%
12.11.2024 27.23% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'117 CHF 21'058 CHF 98.89% 98.89%
11.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 92.93% 92.93%
08.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 97.06% 97.06%
07.11.2024 22.03% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'484 CHF 25'242 CHF 98.66% 98.66%

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