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 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.18% 99.18%
19.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.31% 96.31%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 94.27% 94.27%
15.11.2024 41.25% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'532 CHF 14'766 CHF 91.58% 91.58%
14.11.2024 39.93% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'057 CHF 15'029 CHF 94.40% 94.40%
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 83.18% 83.18%
12.11.2024 29.67% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'039 CHF 19'520 CHF 91.94% 91.94%
11.11.2024 28.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'081 CHF 20'041 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 89.25% 89.25%
07.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 80.41% 80.41%

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