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 47.46% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'159 CHF 13'079 CHF 99.34% 99.34%
19.11.2024 41.56% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'497 CHF 14'748 CHF 96.69% 96.69%
18.11.2024 48.13% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'821 CHF 12'910 CHF 96.69% 96.69%
15.11.2024 46.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'690 CHF 13'345 CHF 96.57% 96.57%
14.11.2024 39.43% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'403 CHF 15'202 CHF 99.35% 99.35%
13.11.2024 34.66% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'893 CHF 16'946 CHF 98.94% 98.94%
12.11.2024 45.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'340 CHF 13'670 CHF 99.38% 99.38%
11.11.2024 50.03% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'008 CHF 12'504 CHF 99.27% 99.27%
08.11.2024 43.46% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'097 CHF 14'048 CHF 99.36% 99.36%
07.11.2024 41.23% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'335 CHF 14'667 CHF 98.80% 98.80%

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