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 24.00% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'207 CHF 23'603 CHF 99.52% 99.52%
19.11.2024 26.03% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 34'006 CHF 22'003 CHF 99.57% 99.57%
18.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 99.37% 99.37%
15.11.2024 24.26% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 36'794 CHF 23'397 CHF 99.41% 99.41%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.51% 97.51%
13.11.2024 34.94% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'428 CHF 17'214 CHF 99.38% 99.38%
12.11.2024 29.08% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 29'555 CHF 19'778 CHF 93.10% 93.10%
11.11.2024 28.13% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'703 CHF 20'351 CHF 99.37% 99.37%
08.11.2024 24.79% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 35'954 CHF 22'977 CHF 93.13% 93.13%
07.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.59% 98.59%

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