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 41.12% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'114 CHF 15'057 CHF 99.27% 99.27%
19.11.2024 30.12% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'386 CHF 19'193 CHF 88.67% 88.67%
18.11.2024 26.12% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'364 CHF 21'682 CHF 97.49% 97.49%
15.11.2024 29.18% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 496'520 29'763 CHF 19'694 CHF 96.64% 96.64%
14.11.2024 46.33% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'895 CHF 13'448 CHF 99.32% 99.32%
13.11.2024 46.24% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'666 CHF 13'333 CHF 99.24% 99.24%
12.11.2024 46.78% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'424 CHF 13'212 CHF 96.95% 96.95%
11.11.2024 48.53% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 15'707 CHF 12'854 CHF 99.18% 99.18%
08.11.2024 43.01% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'350 CHF 14'175 CHF 99.26% 99.26%
07.11.2024 30.08% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'684 CHF 19'342 CHF 98.64% 98.64%

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