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 22.50% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'569 CHF 24'785 CHF 98.95% 98.95%
19.11.2024 21.59% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'697 CHF 25'848 CHF 98.28% 98.28%
18.11.2024 16.65% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 55'477 CHF 32'739 CHF 98.94% 98.94%
15.11.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 98.35% 98.35%
14.11.2024 15.44% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 60'171 CHF 35'085 CHF 97.76% 97.76%
13.11.2024 17.35% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'967 CHF 31'484 CHF 98.89% 98.89%
12.11.2024 14.09% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'010 CHF 38'505 CHF 91.00% 91.00%
11.11.2024 16.89% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 55'335 CHF 32'668 CHF 98.64% 98.64%
08.11.2024 21.77% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'110 CHF 25'555 CHF 92.69% 92.69%
07.11.2024 18.75% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'598 CHF 29'299 CHF 98.08% 98.08%

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