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 36.39% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'160 CHF 16'580 CHF 98.67% 98.67%
19.11.2024 33.01% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'113 CHF 18'056 CHF 98.67% 98.67%
18.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.69% 98.69%
15.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.28% 98.28%
14.11.2024 32.98% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'145 CHF 18'073 CHF 97.75% 97.75%
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 98.92% 98.92%
12.11.2024 38.16% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'607 CHF 15'804 CHF 98.28% 98.28%
11.11.2024 35.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'648 CHF 16'824 CHF 98.94% 98.94%
08.11.2024 38.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'222 CHF 15'611 CHF 92.67% 92.67%
07.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.05% 98.05%

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