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 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.53% 99.53%
19.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.16% 99.16%
18.11.2024 27.39% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 31'854 CHF 20'927 CHF 99.28% 99.28%
15.11.2024 27.90% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 31'055 CHF 20'527 CHF 99.38% 99.38%
14.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 97.74% 97.74%
13.11.2024 35.23% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'173 CHF 17'086 CHF 99.21% 99.21%
12.11.2024 30.15% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'619 CHF 19'310 CHF 99.57% 99.57%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'000 CHF 20'000 CHF 99.39% 99.39%
08.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'003 CHF 20'001 CHF 99.35% 99.35%
07.11.2024 22.40% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'713 CHF 24'857 CHF 97.70% 97.70%

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