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 36.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 23'225 CHF 16'613 CHF 99.38% 99.38%
19.11.2024 29.54% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'307 CHF 19'654 CHF 96.69% 96.69%
18.11.2024 26.68% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'984 CHF 21'492 CHF 97.53% 97.53%
15.11.2024 28.30% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 30'428 CHF 20'214 CHF 95.90% 95.90%
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 99.31% 99.31%
13.11.2024 30.14% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'624 CHF 19'312 CHF 98.77% 98.77%
12.11.2024 28.58% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'993 CHF 19'996 CHF 99.36% 99.36%
11.11.2024 27.92% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'022 CHF 20'511 CHF 99.37% 99.37%
08.11.2024 29.91% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 28'831 CHF 19'416 CHF 98.25% 98.25%
07.11.2024 26.78% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 32'829 CHF 21'415 CHF 98.63% 98.63%

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