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
19.12.2024 22.37% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'774 CHF 24'887 CHF 96.20% 96.20%
18.12.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'003 CHF 25'002 CHF 95.82% 95.82%
17.12.2024 22.08% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'348 CHF 25'174 CHF 96.23% 96.23%
16.12.2024 21.43% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'973 CHF 25'986 CHF 99.13% 99.13%
13.12.2024 14.46% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 64'569 CHF 37'285 CHF 98.11% 98.11%
12.12.2024 22.09% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 40'339 CHF 25'169 CHF 98.23% 98.23%
11.12.2024 20.68% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'815 CHF 26'908 CHF 95.51% 95.51%
10.12.2024 18.71% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 48'698 CHF 29'349 CHF 97.81% 97.81%
09.12.2024 21.73% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'216 CHF 25'608 CHF 98.47% 98.47%
06.12.2024 30.31% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'478 CHF 19'239 CHF 98.77% 98.77%

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