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 13.90% 0.06 CHF 0.07 CHF 1'000'000 400'000 923'230 323'230 62'002 CHF 24'809 CHF 98.38% 98.38%
19.11.2024 14.77% 0.06 CHF 0.07 CHF 1'000'000 400'000 986'088 387'909 62'103 CHF 28'223 CHF 97.39% 97.39%
18.11.2024 13.36% 0.06 CHF 0.07 CHF 1'000'000 400'000 937'383 337'383 65'587 CHF 26'938 CHF 98.97% 98.97%
15.11.2024 31.16% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 486'911 29'418 CHF 18'919 CHF 97.95% 97.95%
14.11.2024 37.10% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'537 CHF 16'269 CHF 96.51% 96.51%
13.11.2024 39.14% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'750 CHF 15'375 CHF 96.05% 96.05%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 91.50% 91.50%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.10% 98.10%
08.11.2024 66.31% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'133 CHF 10'066 CHF 91.18% 91.18%
07.11.2024 30.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 33'691 CHF 21'845 CHF 97.86% 97.86%

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