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 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 99.18% 99.18%
19.11.2024 40.25% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'907 CHF 14'953 CHF 96.30% 96.30%
18.11.2024 40.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'700 CHF 14'850 CHF 94.40% 94.40%
15.11.2024 43.96% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 18'516 CHF 14'258 CHF 91.59% 91.59%
14.11.2024 39.60% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'352 CHF 15'176 CHF 94.44% 94.44%
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 83.19% 83.19%
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 91.90% 91.90%
11.11.2024 30.20% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 28'575 CHF 19'288 CHF 82.28% 82.28%
08.11.2024 39.37% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'552 CHF 15'276 CHF 89.21% 89.21%
07.11.2024 39.89% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'095 CHF 15'047 CHF 80.41% 80.41%

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