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 15.92% 0.06 CHF 0.07 CHF 1'000'000 400'000 1'000'000 400'000 57'915 CHF 27'166 CHF 99.37% 99.37%
19.11.2024 13.95% 0.06 CHF 0.07 CHF 1'000'000 400'000 965'382 365'382 64'543 CHF 28'020 CHF 98.86% 98.86%
18.11.2024 13.31% 0.06 CHF 0.07 CHF 1'000'000 400'000 998'673 398'673 70'061 CHF 31'947 CHF 99.54% 99.54%
15.11.2024 11.76% 0.08 CHF 0.09 CHF 900'000 300'000 921'927 321'927 73'960 CHF 28'974 CHF 99.39% 99.39%
14.11.2024 10.23% 0.09 CHF 0.10 CHF 900'000 300'000 900'000 300'000 83'658 CHF 30'886 CHF 97.77% 97.77%
13.11.2024 13.68% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 68'349 CHF 31'339 CHF 99.35% 99.35%
12.11.2024 13.08% 0.07 CHF 0.08 CHF 1'000'000 400'000 996'254 396'254 71'329 CHF 32'314 CHF 93.13% 93.13%
11.11.2024 11.53% 0.08 CHF 0.09 CHF 1'000'000 400'000 938'404 338'404 76'810 CHF 31'021 CHF 99.37% 99.37%
08.11.2024 11.85% 0.07 CHF 0.08 CHF 1'000'000 400'000 972'186 372'186 77'404 CHF 33'263 CHF 93.13% 93.13%
07.11.2024 10.64% 0.07 CHF 0.08 CHF 1'000'000 400'000 960'192 360'192 86'005 CHF 35'671 CHF 98.62% 98.62%

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