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 21.41% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 42'003 CHF 26'001 CHF 99.36% 99.36%
19.11.2024 18.12% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 442'418 51'063 CHF 26'805 CHF 96.68% 96.68%
18.11.2024 22.26% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'963 CHF 24'981 CHF 96.50% 96.50%
15.11.2024 19.50% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 476'307 46'867 CHF 26'973 CHF 96.47% 96.47%
14.11.2024 15.42% 0.05 CHF 0.06 CHF 1'000'000 400'000 999'903 399'903 60'126 CHF 28'045 CHF 99.37% 99.37%
13.11.2024 12.93% 0.07 CHF 0.08 CHF 1'000'000 400'000 965'341 365'341 70'044 CHF 30'031 CHF 98.95% 98.95%
12.11.2024 17.58% 0.07 CHF 0.08 CHF 1'000'000 400'000 999'651 419'294 52'693 CHF 26'188 CHF 99.37% 99.37%
11.11.2024 22.28% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'907 CHF 24'954 CHF 99.28% 99.28%
08.11.2024 18.98% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 488'876 48'032 CHF 28'349 CHF 99.36% 99.36%
07.11.2024 19.57% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 493'282 46'665 CHF 27'901 CHF 98.74% 98.74%

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