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 40.49% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'817 CHF 14'908 CHF 96.20% 96.20%
18.12.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 95.96% 95.96%
17.12.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.31% 96.31%
16.12.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'002 CHF 15'001 CHF 98.66% 98.66%
13.12.2024 28.68% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'909 CHF 19'954 CHF 98.02% 98.02%
12.12.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.71% 98.71%
11.12.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.08% 96.08%
10.12.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.85% 97.85%
09.12.2024 43.27% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'275 CHF 14'137 CHF 98.47% 98.47%
06.12.2024 60.24% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'744 CHF 10'872 CHF 98.81% 98.81%

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