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 22.49% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'607 CHF 24'804 CHF 99.35% 99.35%
19.11.2024 26.54% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'197 CHF 21'598 CHF 96.30% 96.30%
18.11.2024 28.25% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'502 CHF 20'251 CHF 94.25% 94.25%
15.11.2024 23.68% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'737 CHF 23'869 CHF 91.83% 91.83%
14.11.2024 22.08% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'350 CHF 25'175 CHF 94.55% 94.55%
13.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 39'997 CHF 24'998 CHF 83.28% 83.28%
12.11.2024 19.09% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'751 CHF 28'876 CHF 91.91% 91.91%
11.11.2024 17.47% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'635 CHF 31'318 CHF 82.28% 82.28%
08.11.2024 18.21% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'930 CHF 29'965 CHF 89.19% 89.19%
07.11.2024 18.35% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'583 CHF 29'792 CHF 80.49% 80.49%

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