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 28.52% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'073 CHF 20'037 CHF 98.89% 98.89%
19.11.2024 24.77% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'993 CHF 22'996 CHF 98.54% 98.54%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'998 CHF 24'999 CHF 97.68% 97.68%
15.11.2024 22.39% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'731 CHF 24'866 CHF 97.97% 97.97%
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 97.27% 97.27%
13.11.2024 17.52% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'779 CHF 31'390 CHF 98.89% 98.89%
12.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 93.90% 93.90%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.83% 98.83%
08.11.2024 28.60% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'977 CHF 19'988 CHF 92.61% 92.61%
07.11.2024 28.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'988 CHF 19'994 CHF 97.61% 97.61%

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