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 17.94% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 51'121 CHF 30'560 CHF 99.26% 99.26%
19.11.2024 18.11% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'439 CHF 30'219 CHF 97.42% 97.42%
18.11.2024 20.10% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 45'720 CHF 27'860 CHF 98.72% 98.72%
15.11.2024 19.25% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'361 CHF 28'681 CHF 97.84% 97.84%
14.11.2024 13.82% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'629 CHF 38'814 CHF 96.00% 96.00%
13.11.2024 11.09% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 489'616 85'539 CHF 46'724 CHF 97.06% 97.06%
12.11.2024 8.87% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 108'117 CHF 47'247 CHF 97.99% 97.99%
11.11.2024 8.23% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 117'021 CHF 50'808 CHF 98.58% 98.58%
08.11.2024 6.89% 0.14 CHF 0.15 CHF 1'000'000 400'000 976'598 376'598 137'001 CHF 56'439 CHF 98.86% 98.86%
07.11.2024 7.98% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 120'807 CHF 52'323 CHF 97.57% 97.57%

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