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 51.88% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'299 CHF 12'149 CHF 98.68% 98.68%
19.11.2024 56.15% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'909 CHF 11'455 CHF 96.67% 96.67%
18.11.2024 56.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'683 CHF 11'342 CHF 96.85% 96.85%
15.11.2024 56.60% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'683 CHF 11'342 CHF 95.77% 95.77%
14.11.2024 57.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'487 CHF 11'244 CHF 99.33% 99.33%
13.11.2024 50.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'649 CHF 12'325 CHF 98.78% 98.78%
12.11.2024 50.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'657 CHF 12'329 CHF 99.35% 99.35%
11.11.2024 44.94% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'276 CHF 13'638 CHF 99.36% 99.36%
08.11.2024 46.03% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'746 CHF 13'373 CHF 98.21% 98.21%
07.11.2024 47.70% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'983 CHF 12'991 CHF 98.65% 98.65%

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