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 85.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'703 CHF 8'351 CHF 99.29% 99.29%
20.11.2024 58.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'248 CHF 11'124 CHF 99.16% 99.16%
19.11.2024 61.87% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'199 CHF 10'600 CHF 99.27% 99.27%
18.11.2024 58.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'178 CHF 11'589 CHF 99.38% 99.38%
15.11.2024 40.31% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'883 CHF 14'942 CHF 99.39% 99.39%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 97.47% 97.47%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.02% 99.02%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 92.63% 92.63%
11.11.2024 40.43% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'840 CHF 14'920 CHF 98.54% 98.54%
08.11.2024 30.69% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'148 CHF 19'074 CHF 93.12% 93.12%

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