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 26.08% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'921 CHF 21'960 CHF 99.43% 99.43%
19.11.2024 22.73% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'593 CHF 24'796 CHF 99.27% 99.27%
18.11.2024 24.62% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 36'225 CHF 23'112 CHF 99.24% 99.24%
15.11.2024 22.55% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'641 CHF 24'821 CHF 99.38% 99.38%
14.11.2024 18.53% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 499'579 49'130 CHF 29'540 CHF 97.53% 97.53%
13.11.2024 12.75% 0.07 CHF 0.08 CHF 1'000'000 400'000 993'391 393'391 73'322 CHF 32'940 CHF 99.38% 99.38%
12.11.2024 17.16% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 450'449 54'106 CHF 28'667 CHF 98.71% 98.71%
11.11.2024 22.12% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'254 CHF 25'127 CHF 99.37% 99.37%
08.11.2024 21.15% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'643 CHF 26'322 CHF 98.83% 98.83%
07.11.2024 22.77% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'140 CHF 24'570 CHF 98.60% 98.60%

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