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 61.97% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'762 CHF 10'881 CHF 98.58% 98.58%
19.11.2024 40.27% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'899 CHF 14'949 CHF 96.39% 96.39%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 96.78% 96.78%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 95.48% 95.48%
14.11.2024 34.56% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 25'037 CHF 17'518 CHF 98.52% 98.52%
13.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.24% 98.24%
12.11.2024 38.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'558 CHF 15'779 CHF 98.94% 98.94%
11.11.2024 40.01% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'997 CHF 14'999 CHF 97.86% 97.86%
08.11.2024 29.33% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'339 CHF 19'669 CHF 98.83% 98.83%
07.11.2024 26.73% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'191 CHF 21'595 CHF 98.30% 98.30%

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