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 27.83% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'175 CHF 20'587 CHF 98.83% 98.83%
19.11.2024 21.28% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 451'519 42'586 CHF 23'565 CHF 96.41% 96.41%
18.11.2024 22.19% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 485'923 40'083 CHF 24'329 CHF 96.78% 96.78%
15.11.2024 20.71% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 441'258 43'745 CHF 23'561 CHF 95.47% 95.47%
14.11.2024 16.66% 0.05 CHF 0.06 CHF 1'000'000 400'000 987'413 388'149 55'070 CHF 25'389 CHF 98.42% 98.42%
13.11.2024 15.18% 0.06 CHF 0.07 CHF 1'000'000 400'000 991'860 391'860 60'431 CHF 27'749 CHF 98.22% 98.22%
12.11.2024 18.19% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 432'080 50'385 CHF 25'984 CHF 98.95% 98.95%
11.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'997 CHF 24'999 CHF 97.86% 97.86%
08.11.2024 16.22% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 57'021 CHF 26'808 CHF 98.82% 98.82%
07.11.2024 14.42% 0.06 CHF 0.07 CHF 1'000'000 400'000 972'491 384'343 64'454 CHF 28'849 CHF 98.29% 98.29%

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