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 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.35% 99.35%
19.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 96.63% 96.63%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 97.56% 97.56%
15.11.2024 21.40% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'042 CHF 26'021 CHF 91.85% 91.85%
14.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.25% 99.25%
13.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.96% 98.96%
12.11.2024 22.19% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'078 CHF 25'039 CHF 99.35% 99.35%
11.11.2024 17.48% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'523 CHF 31'262 CHF 99.34% 99.34%
08.11.2024 14.87% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'554 CHF 36'277 CHF 99.33% 99.33%
07.11.2024 13.32% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'106 CHF 40'053 CHF 98.56% 98.56%

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