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 17.44% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 470'454 52'723 CHF 29'317 CHF 98.95% 98.95%
19.11.2024 17.84% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 423'333 53'977 CHF 26'711 CHF 95.77% 95.77%
18.11.2024 51.77% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'587 CHF 12'794 CHF 97.02% 97.02%
15.11.2024 47.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'272 CHF 13'636 CHF 94.99% 94.99%
14.11.2024 46.68% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'494 CHF 13'747 CHF 98.45% 98.45%
13.11.2024 13.78% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 424'908 68'027 CHF 32'954 CHF 98.26% 98.26%
12.11.2024 18.79% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 497'024 49'082 CHF 29'303 CHF 98.33% 98.33%
11.11.2024 27.04% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'413 CHF 21'207 CHF 98.73% 98.73%
08.11.2024 22.06% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'340 CHF 25'670 CHF 97.70% 97.70%
07.11.2024 22.17% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 41'238 CHF 25'619 CHF 98.09% 98.09%

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