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 99.56% 99.56%
19.11.2024 21.31% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'263 CHF 26'132 CHF 99.16% 99.16%
18.11.2024 21.54% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'678 CHF 25'839 CHF 99.28% 99.28%
15.11.2024 22.10% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'298 CHF 25'149 CHF 99.39% 99.39%
14.11.2024 22.23% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'072 CHF 25'036 CHF 98.22% 98.22%
13.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'996 CHF 24'998 CHF 99.28% 99.28%
12.11.2024 18.77% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'535 CHF 29'267 CHF 99.31% 99.31%
11.11.2024 17.98% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'710 CHF 30'355 CHF 98.25% 98.25%
08.11.2024 15.75% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'682 CHF 34'341 CHF 99.33% 99.33%
07.11.2024 13.75% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'954 CHF 38'977 CHF 98.60% 98.60%

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