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 28.97% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 29'763 CHF 19'882 CHF 99.35% 99.35%
19.11.2024 27.54% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'411 CHF 21'205 CHF 96.91% 96.91%
18.11.2024 31.43% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'501 CHF 18'750 CHF 96.48% 96.48%
15.11.2024 28.51% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'103 CHF 20'051 CHF 96.42% 96.42%
14.11.2024 22.76% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'168 CHF 24'584 CHF 99.40% 99.40%
13.11.2024 19.89% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 495'547 45'804 CHF 27'626 CHF 98.94% 98.94%
12.11.2024 27.59% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'544 CHF 20'772 CHF 99.37% 99.37%
11.11.2024 35.95% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'544 CHF 16'772 CHF 99.28% 99.28%
08.11.2024 28.60% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'977 CHF 19'988 CHF 99.37% 99.37%
07.11.2024 27.97% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'945 CHF 20'472 CHF 98.75% 98.75%

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