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
22.11.2024 13.01% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 467'666 72'314 CHF 38'253 CHF 99.10% 99.10%
20.11.2024 12.26% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 452'823 76'963 CHF 39'187 CHF 99.56% 99.56%
19.11.2024 13.31% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 479'289 70'827 CHF 38'514 CHF 98.75% 98.75%
18.11.2024 11.08% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'604 85'624 CHF 38'304 CHF 99.02% 99.02%
15.11.2024 10.99% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 427'289 86'597 CHF 41'006 CHF 99.56% 99.56%
14.11.2024 15.70% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 60'369 CHF 35'185 CHF 97.60% 97.60%
13.11.2024 22.82% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 39'315 CHF 24'657 CHF 99.34% 99.34%
12.11.2024 17.26% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 54'045 CHF 32'022 CHF 98.63% 98.63%
11.11.2024 11.96% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 470'951 79'026 CHF 41'775 CHF 99.06% 99.06%
08.11.2024 11.72% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 472'562 80'738 CHF 42'723 CHF 93.13% 93.13%

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