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 39.90% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'236 CHF 15'118 CHF 97.62% 97.62%
19.11.2024 47.34% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'227 CHF 13'114 CHF 95.11% 95.11%
18.11.2024 51.32% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'665 CHF 12'332 CHF 96.23% 96.23%
15.11.2024 49.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'387 CHF 13'193 CHF 96.43% 96.43%
14.11.2024 48.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'703 CHF 13'352 CHF 97.07% 97.07%
13.11.2024 43.28% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'769 CHF 14'384 CHF 97.79% 97.79%
12.11.2024 63.81% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'073 CHF 10'537 CHF 92.65% 92.65%
11.11.2024 64.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'995 CHF 10'497 CHF 98.40% 98.40%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.33% 96.33%
07.11.2024 50.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'924 CHF 12'962 CHF 98.05% 98.05%

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