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 80.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'477 CHF 8'738 CHF 99.35% 99.35%
19.11.2024 79.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'559 CHF 8'779 CHF 96.31% 96.31%
18.11.2024 87.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'481 CHF 8'241 CHF 94.47% 94.47%
15.11.2024 74.84% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'480 CHF 9'240 CHF 91.53% 91.53%
14.11.2024 69.89% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'358 CHF 9'679 CHF 94.64% 94.64%
13.11.2024 69.89% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'342 CHF 9'671 CHF 83.46% 83.46%
12.11.2024 61.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'405 CHF 10'702 CHF 91.89% 91.89%
11.11.2024 52.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'935 CHF 11'967 CHF 82.34% 82.34%
08.11.2024 61.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'296 CHF 10'648 CHF 89.22% 89.22%
07.11.2024 60.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'645 CHF 10'823 CHF 80.47% 80.47%

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