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 52.13% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'433 CHF 12'216 CHF 98.93% 98.93%
19.11.2024 55.63% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'734 CHF 12'367 CHF 95.77% 95.77%
18.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.95% 96.95%
15.11.2024 142.91% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'139 CHF 6'070 CHF 95.16% 95.16%
14.11.2024 116.57% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'793 CHF 6'897 CHF 98.17% 98.17%
13.11.2024 33.82% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 24'672 CHF 17'336 CHF 98.28% 98.28%
12.11.2024 44.76% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 17'559 CHF 13'779 CHF 98.37% 98.37%
11.11.2024 59.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'867 CHF 10'933 CHF 98.73% 98.73%
08.11.2024 48.92% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'626 CHF 12'813 CHF 97.69% 97.69%
07.11.2024 49.27% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 16'525 CHF 13'262 CHF 98.15% 98.15%

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