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 38.95% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'922 CHF 15'461 CHF 99.50% 99.50%
19.11.2024 31.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'683 CHF 18'842 CHF 99.45% 99.45%
18.11.2024 31.85% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'129 CHF 18'565 CHF 99.39% 99.39%
15.11.2024 31.09% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'795 CHF 18'898 CHF 99.40% 99.40%
14.11.2024 61.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'116 CHF 11'058 CHF 97.56% 97.56%
13.11.2024 62.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'743 CHF 10'871 CHF 99.37% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.10% 93.10%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.37% 99.37%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.11% 93.11%
07.11.2024 43.51% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'684 CHF 14'342 CHF 98.60% 98.60%

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