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 43.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'519 CHF 14'260 CHF 99.36% 99.36%
19.11.2024 40.24% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'912 CHF 14'956 CHF 99.26% 99.26%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.37% 99.37%
15.11.2024 42.62% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'017 CHF 14'509 CHF 99.41% 99.41%
14.11.2024 59.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'704 CHF 11'352 CHF 97.50% 97.50%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 94.05% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.09% 93.09%
11.11.2024 62.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 999'337 500'000 11'687 CHF 10'848 CHF 99.37% 99.37%
08.11.2024 44.64% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 499'650 18'261 CHF 14'124 CHF 93.13% 93.13%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 98.60% 98.60%

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