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 66.15% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'195 CHF 10'097 CHF 98.93% 98.93%
19.11.2024 56.42% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'844 CHF 11'922 CHF 98.24% 98.24%
18.11.2024 39.37% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'549 CHF 15'274 CHF 98.93% 98.93%
15.11.2024 35.44% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'991 CHF 16'995 CHF 98.34% 98.34%
14.11.2024 37.28% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'384 CHF 16'192 CHF 97.76% 97.76%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.93% 98.93%
12.11.2024 30.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'758 CHF 19'379 CHF 91.59% 91.59%
11.11.2024 36.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'977 CHF 16'489 CHF 98.63% 98.63%
08.11.2024 41.67% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'375 CHF 14'688 CHF 96.19% 96.19%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.08% 98.08%

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