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 21.24% 0.04 CHF 0.05 CHF 1'000'000 250'000 1'000'000 262'771 42'511 CHF 13'855 CHF 99.81% 99.81%
19.11.2024 22.74% 0.04 CHF 0.05 CHF 1'000'000 250'000 992'861 251'452 38'943 CHF 12'387 CHF 99.71% 99.71%
18.11.2024 18.39% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 476'494 49'424 CHF 28'415 CHF 99.69% 99.69%
15.11.2024 15.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 866'010 437'790 50'545 CHF 29'938 CHF 99.81% 99.81%
14.11.2024 16.90% 0.06 CHF 0.07 CHF 850'000 425'000 935'758 472'617 50'736 CHF 30'356 CHF 99.80% 99.80%
13.11.2024 15.92% 0.05 CHF 0.06 CHF 1'000'000 500'000 874'565 435'129 50'597 CHF 29'588 CHF 99.79% 99.79%
12.11.2024 16.40% 0.06 CHF 0.07 CHF 925'000 475'000 893'257 455'121 50'026 CHF 30'031 CHF 99.49% 99.49%
11.11.2024 15.77% 0.06 CHF 0.07 CHF 925'000 475'000 869'561 443'518 50'777 CHF 30'332 CHF 99.72% 99.72%
08.11.2024 13.77% 0.06 CHF 0.07 CHF 775'000 400'000 747'982 386'099 50'593 CHF 29'980 CHF 99.80% 99.80%
07.11.2024 10.61% 0.09 CHF 0.10 CHF 575'000 300'000 574'307 304'403 51'294 CHF 30'252 CHF 95.68% 95.68%

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