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 27.60% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'452 CHF 20'726 CHF 97.97% 97.97%
19.11.2024 26.53% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 494'521 33'155 CHF 21'282 CHF 87.56% 87.56%
18.11.2024 29.43% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'118 CHF 19'559 CHF 96.26% 96.26%
15.11.2024 25.69% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 34'038 CHF 22'019 CHF 96.67% 96.67%
14.11.2024 28.23% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'478 CHF 20'239 CHF 90.93% 90.93%
13.11.2024 21.85% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'927 CHF 25'463 CHF 83.93% 83.93%
12.11.2024 34.61% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'991 CHF 16'996 CHF 99.36% 99.36%
11.11.2024 37.61% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 21'732 CHF 15'866 CHF 96.66% 96.66%
08.11.2024 36.10% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'083 CHF 16'541 CHF 99.34% 99.34%
07.11.2024 45.99% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 16'847 CHF 13'424 CHF 69.15% 69.15%

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