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
19.12.2024 22.18% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 400'000 40'113 CHF 20'045 CHF 99.30% 99.30%
18.12.2024 28.76% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 499'826 29'837 CHF 19'911 CHF 99.57% 99.57%
17.12.2024 23.49% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 420'050 38'012 CHF 20'007 CHF 99.30% 99.30%
16.12.2024 28.83% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 29'772 CHF 19'886 CHF 99.53% 99.53%
13.12.2024 31.16% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 27'785 CHF 18'892 CHF 98.74% 98.74%
12.12.2024 25.27% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 457'228 35'351 CHF 20'537 CHF 99.22% 99.22%
11.12.2024 23.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 421'288 37'939 CHF 20'034 CHF 99.56% 99.56%
10.12.2024 21.12% 0.05 CHF 0.06 CHF 1'000'000 400'000 991'654 391'654 42'466 CHF 20'604 CHF 99.34% 99.34%
09.12.2024 20.43% 0.04 CHF 0.05 CHF 1'000'000 400'000 990'096 390'096 44'141 CHF 21'203 CHF 99.48% 99.48%
06.12.2024 22.55% 0.04 CHF 0.05 CHF 1'000'000 400'000 1'000'000 412'026 39'484 CHF 20'343 CHF 92.26% 92.26%

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