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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.23% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'164 CHF 5'041 CHF 99.37% 99.37%
18.11.2024 57.18% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 13'558 CHF 5'890 CHF 99.37% 99.37%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.36% 99.36%
14.11.2024 46.14% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 17'698 CHF 6'925 CHF 99.38% 99.38%
13.11.2024 44.69% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 18'241 CHF 7'060 CHF 99.37% 99.37%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.16% 99.16%
11.11.2024 38.83% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 21'026 CHF 7'756 CHF 99.38% 99.38%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.37% 99.37%
07.11.2024 29.70% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 29'008 CHF 9'752 CHF 98.58% 98.58%

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