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 14.81% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 423'386 63'306 CHF 30'839 CHF 99.35% 99.35%
19.11.2024 12.88% 0.07 CHF 0.08 CHF 1'000'000 400'000 995'340 402'134 73'271 CHF 33'456 CHF 96.69% 96.69%
18.11.2024 10.12% 0.10 CHF 0.11 CHF 900'000 300'000 979'899 379'899 92'056 CHF 39'411 CHF 97.57% 97.57%
15.11.2024 10.45% 0.09 CHF 0.10 CHF 1'000'000 400'000 999'760 399'760 90'935 CHF 40'357 CHF 95.43% 95.43%
14.11.2024 11.98% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 78'807 CHF 35'523 CHF 99.31% 99.31%
13.11.2024 12.29% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 402'055 77'048 CHF 34'963 CHF 98.93% 98.93%
12.11.2024 10.61% 0.08 CHF 0.09 CHF 1'000'000 400'000 999'385 399'385 89'782 CHF 39'870 CHF 99.36% 99.36%
11.11.2024 9.07% 0.11 CHF 0.12 CHF 900'000 300'000 928'726 328'726 97'872 CHF 37'819 CHF 99.37% 99.37%
08.11.2024 11.44% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 82'925 CHF 37'170 CHF 98.24% 98.24%
07.11.2024 9.35% 0.08 CHF 0.09 CHF 1'000'000 400'000 942'499 342'499 96'844 CHF 38'309 CHF 98.64% 98.64%

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