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
22.11.2024 113.53% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'006 CHF 7'003 CHF 26.43% 99.25%
20.11.2024 54.77% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'463 CHF 12'231 CHF 98.95% 98.95%
19.11.2024 61.46% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'951 CHF 10'976 CHF 99.27% 99.27%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.39% 99.39%
15.11.2024 29.64% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 447'389 29'079 CHF 17'431 CHF 99.40% 99.40%
14.11.2024 26.75% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 437'248 32'863 CHF 18'635 CHF 97.71% 97.71%
13.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'000 40'000 CHF 20'000 CHF 99.00% 99.00%
12.11.2024 22.24% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'000 39'974 CHF 19'989 CHF 92.64% 92.64%
11.11.2024 28.45% 0.03 CHF 0.04 CHF 1'000'000 400'000 1'000'000 487'362 30'190 CHF 19'571 CHF 98.55% 98.55%
08.11.2024 16.45% 0.04 CHF 0.05 CHF 1'000'000 400'000 817'936 281'403 45'909 CHF 18'469 CHF 99.09% 99.09%

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