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 90.84% 90.84%
19.11.2024 38.52% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 21'294 CHF 15'647 CHF 96.23% 96.23%
18.11.2024 30.30% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'485 CHF 19'243 CHF 96.74% 96.74%
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 95.57% 95.57%
14.11.2024 39.88% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 20'104 CHF 15'052 CHF 98.89% 98.89%
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 98.91% 98.91%
12.11.2024 30.76% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'083 CHF 19'042 CHF 98.72% 98.72%
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 98.68% 98.68%
08.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 98.86% 98.86%
07.11.2024 30.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'554 CHF 19'277 CHF 98.14% 98.14%

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