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 21.79% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'065 CHF 25'533 CHF 99.31% 99.31%
19.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 96.56% 96.56%
18.11.2024 22.19% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'090 CHF 25'045 CHF 97.62% 97.62%
15.11.2024 19.31% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'212 CHF 28'606 CHF 91.91% 91.91%
14.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.35% 99.35%
13.11.2024 18.81% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'437 CHF 29'218 CHF 98.74% 98.74%
12.11.2024 18.33% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'636 CHF 29'818 CHF 99.34% 99.34%
11.11.2024 15.29% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'473 CHF 35'236 CHF 99.33% 99.33%
08.11.2024 12.22% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 77'300 CHF 43'650 CHF 99.33% 99.33%
07.11.2024 11.03% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 85'964 CHF 47'982 CHF 98.59% 98.59%

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