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 36.30% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 22'776 CHF 8'194 CHF 99.97% 99.97%
19.11.2024 33.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'819 CHF 8'705 CHF 99.85% 99.85%
18.11.2024 36.54% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 22'592 CHF 8'148 CHF 99.88% 99.88%
15.11.2024 33.41% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 24'944 CHF 8'736 CHF 100.00% 100.00%
14.11.2024 32.66% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 25'705 CHF 8'926 CHF 99.64% 99.64%
13.11.2024 28.42% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'216 CHF 10'054 CHF 99.96% 99.96%
12.11.2024 26.35% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 33'105 CHF 10'776 CHF 99.83% 99.83%
11.11.2024 32.59% 0.03 CHF 0.04 CHF 1'000'000 250'000 991'289 250'000 25'564 CHF 8'945 CHF 99.80% 99.80%
08.11.2024 29.83% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 28'681 CHF 9'670 CHF 99.81% 99.81%
07.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'000 CHF 10'000 CHF 99.90% 99.90%

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