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 1'000'000 250'000 1'000'000 250'000 30'000 CHF 10'000 CHF 99.38% 99.38%
19.11.2024 28.57% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'000 CHF 10'000 CHF 99.37% 99.37%
18.11.2024 28.51% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'092 CHF 10'023 CHF 99.37% 99.37%
15.11.2024 23.72% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 37'637 CHF 11'909 CHF 99.36% 99.36%
14.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'000 CHF 12'500 CHF 99.38% 99.38%
13.11.2024 26.35% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 33'492 CHF 10'873 CHF 99.37% 99.37%
12.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'000 CHF 12'500 CHF 99.16% 99.16%
11.11.2024 22.20% 0.05 CHF 0.06 CHF 1'000'000 250'000 1'000'000 250'000 40'055 CHF 12'514 CHF 99.38% 99.38%
08.11.2024 21.80% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 41'033 CHF 12'758 CHF 99.37% 99.37%
07.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 250'000 775'425 250'000 38'771 CHF 15'000 CHF 98.58% 98.58%

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