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 98.63% 98.63%
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 88.65% 88.65%
18.11.2024 28.88% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'732 CHF 19'866 CHF 97.14% 97.14%
15.11.2024 30.43% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'378 CHF 19'189 CHF 91.41% 91.41%
14.11.2024 28.41% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'249 CHF 20'124 CHF 99.32% 99.32%
13.11.2024 29.04% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'591 CHF 19'795 CHF 98.93% 98.93%
12.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'001 CHF 20'000 CHF 99.30% 99.30%
11.11.2024 22.56% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'470 CHF 24'735 CHF 99.33% 99.33%
08.11.2024 24.54% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'356 CHF 23'178 CHF 98.11% 98.11%
07.11.2024 19.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'426 CHF 28'713 CHF 98.64% 98.64%

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