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 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.47% 99.47%
19.11.2024 40.51% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'807 CHF 14'904 CHF 96.78% 96.78%
18.11.2024 39.63% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'321 CHF 15'160 CHF 97.69% 97.69%
15.11.2024 39.93% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'060 CHF 15'030 CHF 96.55% 96.55%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.38% 99.38%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.41% 99.41%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.40% 99.40%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.35% 99.35%
08.11.2024 28.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'068 CHF 20'034 CHF 99.34% 99.34%
07.11.2024 23.61% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'809 CHF 23'904 CHF 98.64% 98.64%

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