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 34.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 24'418 CHF 8'604 CHF 99.38% 99.38%
19.11.2024 28.71% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'882 CHF 9'970 CHF 99.37% 99.37%
18.11.2024 28.35% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'345 CHF 10'086 CHF 99.37% 99.37%
15.11.2024 22.89% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 38'948 CHF 12'237 CHF 99.36% 99.36%
14.11.2024 27.69% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 31'391 CHF 10'348 CHF 99.38% 99.38%
13.11.2024 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%
12.11.2024 24.32% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 36'695 CHF 11'674 CHF 99.15% 99.15%
11.11.2024 22.19% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'087 CHF 12'522 CHF 99.38% 99.38%
08.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 40'000 CHF 12'500 CHF 99.37% 99.37%
07.11.2024 18.88% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 250'000 48'267 CHF 14'567 CHF 98.58% 98.58%

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