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 60.41% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 12'345 CHF 11'173 CHF 93.25% 93.25%
19.11.2024 53.48% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'946 CHF 12'473 CHF 96.11% 96.11%
18.11.2024 62.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'404 CHF 10'702 CHF 98.31% 98.31%
15.11.2024 53.44% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'959 CHF 12'479 CHF 94.88% 94.88%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 20'000 CHF 15'000 CHF 95.77% 95.77%
13.11.2024 36.64% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 22'943 CHF 16'471 CHF 97.59% 97.59%
12.11.2024 31.46% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 26'894 CHF 18'447 CHF 96.76% 96.76%
11.11.2024 34.55% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 23'987 CHF 16'993 CHF 93.34% 93.34%
08.11.2024 28.62% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'010 CHF 20'005 CHF 96.41% 96.41%
07.11.2024 28.48% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'276 CHF 20'138 CHF 96.06% 96.06%

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