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 83.20% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'041 CHF 8'520 CHF 98.59% 98.59%
19.11.2024 67.40% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'922 CHF 9'961 CHF 96.18% 96.18%
18.11.2024 67.69% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'805 CHF 9'903 CHF 96.70% 96.70%
15.11.2024 63.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'799 CHF 10'400 CHF 95.34% 95.34%
14.11.2024 54.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'573 CHF 11'786 CHF 98.43% 98.43%
13.11.2024 49.38% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'280 CHF 12'640 CHF 98.30% 98.30%
12.11.2024 55.57% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 13'049 CHF 11'524 CHF 98.93% 98.93%
11.11.2024 61.29% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'336 CHF 10'668 CHF 97.86% 97.86%
08.11.2024 49.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'143 CHF 12'572 CHF 98.85% 98.85%
07.11.2024 44.22% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 17'914 CHF 13'957 CHF 98.29% 98.29%

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