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 16.44% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 56'687 CHF 33'343 CHF 99.38% 99.38%
19.11.2024 18.55% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'201 CHF 29'601 CHF 99.29% 99.29%
18.11.2024 26.65% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'029 CHF 21'514 CHF 99.37% 99.37%
15.11.2024 26.66% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 33'010 CHF 21'505 CHF 99.41% 99.41%
14.11.2024 33.69% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 26'190 CHF 18'095 CHF 98.59% 98.59%
13.11.2024 18.99% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'044 CHF 29'022 CHF 99.34% 99.34%
12.11.2024 19.82% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 45'953 CHF 27'977 CHF 93.10% 93.10%
11.11.2024 11.12% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 443'730 87'566 CHF 42'634 CHF 99.37% 99.37%
08.11.2024 8.79% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 402'073 109'076 CHF 47'858 CHF 94.75% 94.75%
07.11.2024 7.86% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 123'473 CHF 53'389 CHF 98.62% 98.62%

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