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 50.22% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 15'679 CHF 12'840 CHF 99.09% 99.09%
19.11.2024 37.81% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 21'886 CHF 15'943 CHF 88.84% 88.84%
18.11.2024 20.54% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 43'784 CHF 26'892 CHF 97.20% 97.20%
15.11.2024 22.83% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 39'734 CHF 24'867 CHF 89.97% 89.97%
14.11.2024 81.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'451 CHF 8'726 CHF 98.99% 98.99%
13.11.2024 51.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'589 CHF 12'295 CHF 99.03% 99.03%
12.11.2024 51.11% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'590 CHF 12'295 CHF 99.32% 99.32%
11.11.2024 70.24% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'506 CHF 9'753 CHF 99.32% 99.32%
08.11.2024 92.20% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'995 CHF 7'997 CHF 98.17% 98.17%
07.11.2024 54.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'791 CHF 11'895 CHF 98.55% 98.55%

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