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 10.05% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 427'161 95'471 CHF 44'724 CHF 98.90% 98.90%
19.11.2024 14.23% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 493'892 67'047 CHF 37'838 CHF 88.39% 88.39%
18.11.2024 17.54% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'296 CHF 31'148 CHF 97.35% 97.35%
15.11.2024 15.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 60'399 CHF 35'200 CHF 90.02% 90.02%
14.11.2024 5.38% 0.19 CHF 0.20 CHF 900'000 300'000 953'712 353'712 172'938 CHF 67'378 CHF 99.03% 99.03%
13.11.2024 8.72% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 428'625 112'411 CHF 52'109 CHF 98.69% 98.69%
12.11.2024 7.84% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'160 122'753 CHF 53'119 CHF 99.30% 99.30%
11.11.2024 6.63% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 146'369 CHF 62'548 CHF 99.35% 99.35%
08.11.2024 6.16% 0.19 CHF 0.20 CHF 900'000 300'000 964'724 364'724 152'639 CHF 60'963 CHF 98.16% 98.16%
07.11.2024 9.27% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 428'970 103'773 CHF 48'497 CHF 97.36% 97.36%

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