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 37.67% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'041 CHF 16'021 CHF 99.40% 99.40%
19.11.2024 37.45% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 22'233 CHF 16'116 CHF 96.67% 96.67%
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 97.70% 97.70%
15.11.2024 44.98% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'133 CHF 14'067 CHF 96.45% 96.45%
14.11.2024 45.45% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 17'958 CHF 13'979 CHF 99.33% 99.33%
13.11.2024 44.83% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'190 CHF 14'095 CHF 98.79% 98.79%
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 99.25% 99.25%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.37% 99.37%
08.11.2024 44.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 18'478 CHF 14'239 CHF 99.34% 99.34%
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 98.66% 98.66%

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