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 39.72% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'214 CHF 7'553 CHF 100.00% 100.00%
19.11.2024 46.65% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 16'674 CHF 6'668 CHF 99.90% 99.90%
18.11.2024 42.50% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'749 CHF 7'187 CHF 99.91% 99.91%
15.11.2024 39.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'068 CHF 7'517 CHF 100.00% 100.00%
14.11.2024 41.75% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'123 CHF 7'281 CHF 99.98% 99.98%
13.11.2024 42.54% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 18'731 CHF 7'183 CHF 100.00% 100.00%
12.11.2024 39.19% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'969 250'000 20'465 CHF 7'651 CHF 99.66% 99.66%
11.11.2024 29.52% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'003 CHF 9'751 CHF 99.91% 99.91%
08.11.2024 28.95% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 29'687 CHF 9'922 CHF 100.00% 100.00%
07.11.2024 28.55% 0.03 CHF 0.04 CHF 1'000'000 250'000 1'000'000 250'000 30'032 CHF 10'008 CHF 99.90% 99.90%

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