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 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.38% 99.38%
19.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 246'224 20'000 CHF 7'387 CHF 99.38% 99.38%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 226'008 20'000 CHF 6'780 CHF 99.38% 99.38%
15.11.2024 29.59% 0.02 CHF 0.03 CHF 1'000'000 200'000 1'000'000 200'321 29'106 CHF 7'831 CHF 99.36% 99.36%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 200'000 1'000'000 200'000 30'000 CHF 8'000 CHF 99.38% 99.38%
13.11.2024 29.12% 0.03 CHF 0.04 CHF 1'000'000 200'000 1'000'000 200'000 29'524 CHF 7'905 CHF 99.38% 99.38%
12.11.2024 29.26% 0.03 CHF 0.04 CHF 1'000'000 200'000 1'000'000 200'000 29'397 CHF 7'879 CHF 99.15% 99.15%
11.11.2024 28.54% 0.03 CHF 0.04 CHF 1'000'000 200'000 1'000'000 200'000 30'046 CHF 8'009 CHF 99.38% 99.38%
08.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 200'000 1'000'000 200'000 30'000 CHF 8'000 CHF 99.38% 99.38%
07.11.2024 22.77% 0.04 CHF 0.05 CHF 1'000'000 200'000 1'000'000 176'556 39'136 CHF 8'655 CHF 96.22% 96.22%

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