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 65.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'372 CHF 10'186 CHF 95.35% 95.35%
20.11.2024 60.12% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'699 CHF 10'850 CHF 97.04% 97.04%
19.11.2024 60.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'575 CHF 10'788 CHF 96.17% 96.17%
18.11.2024 56.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'861 CHF 11'431 CHF 92.66% 92.66%
15.11.2024 51.66% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'377 CHF 12'189 CHF 93.05% 93.05%
14.11.2024 55.20% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'212 CHF 11'606 CHF 98.79% 98.79%
13.11.2024 67.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'887 CHF 9'944 CHF 95.11% 95.11%
12.11.2024 61.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'425 CHF 10'712 CHF 98.91% 98.91%
11.11.2024 51.24% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'531 CHF 12'266 CHF 92.92% 92.92%
08.11.2024 49.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'364 CHF 12'682 CHF 97.06% 97.06%

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