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
22.11.2024 31.07% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 27'815 CHF 18'908 CHF 99.28% 99.28%
20.11.2024 22.09% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 492'434 40'316 CHF 24'748 CHF 99.15% 99.15%
19.11.2024 22.52% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 496'531 39'527 CHF 24'590 CHF 99.27% 99.27%
18.11.2024 18.89% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 408'597 48'245 CHF 23'728 CHF 99.38% 99.38%
15.11.2024 15.40% 0.05 CHF 0.06 CHF 1'000'000 400'000 954'788 354'788 57'499 CHF 24'829 CHF 99.39% 99.39%
14.11.2024 14.83% 0.06 CHF 0.07 CHF 1'000'000 400'000 950'009 350'009 59'462 CHF 25'308 CHF 97.47% 97.47%
13.11.2024 13.33% 0.07 CHF 0.08 CHF 900'000 300'000 900'000 300'000 63'001 CHF 24'000 CHF 98.99% 98.99%
12.11.2024 13.34% 0.07 CHF 0.08 CHF 900'000 300'000 900'224 300'224 62'990 CHF 24'008 CHF 92.63% 92.63%
11.11.2024 16.36% 0.06 CHF 0.07 CHF 1'000'000 400'000 996'847 396'847 56'320 CHF 26'382 CHF 98.54% 98.54%
08.11.2024 10.61% 0.07 CHF 0.08 CHF 900'000 300'000 773'557 257'852 69'486 CHF 25'740 CHF 93.12% 93.12%

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