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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.59% 99.59%
19.11.2024 28.78% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'119 CHF 20'060 CHF 99.56% 99.56%
18.11.2024 27.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'277 CHF 20'639 CHF 99.53% 99.53%
15.11.2024 24.29% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'748 CHF 23'374 CHF 99.55% 99.55%
14.11.2024 19.80% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 447'082 46'004 CHF 24'827 CHF 98.23% 98.23%
13.11.2024 13.84% 0.07 CHF 0.08 CHF 1'000'000 400'000 947'634 347'634 63'906 CHF 26'816 CHF 99.51% 99.51%
12.11.2024 17.64% 0.07 CHF 0.08 CHF 900'000 300'000 999'691 402'712 52'228 CHF 25'026 CHF 99.58% 99.58%
11.11.2024 22.19% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 499'283 40'072 CHF 24'993 CHF 99.56% 99.56%
08.11.2024 21.48% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 498'671 41'833 CHF 25'837 CHF 98.41% 98.41%
07.11.2024 23.88% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'389 CHF 23'694 CHF 98.51% 98.51%

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