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 17.72% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 51'668 CHF 30'834 CHF 99.35% 99.35%
19.11.2024 18.56% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 49'125 CHF 29'563 CHF 96.28% 96.28%
18.11.2024 18.99% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'990 CHF 28'995 CHF 94.47% 94.47%
15.11.2024 16.81% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 55'766 CHF 32'883 CHF 91.52% 91.52%
14.11.2024 15.37% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'058 CHF 35'029 CHF 94.86% 94.86%
13.11.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 83.41% 83.41%
12.11.2024 12.09% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'951 CHF 43'975 CHF 91.95% 91.95%
11.11.2024 10.07% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 468'241 94'822 CHF 48'917 CHF 82.28% 82.28%
08.11.2024 11.59% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 81'391 CHF 45'696 CHF 89.21% 89.21%
07.11.2024 11.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'277 CHF 45'138 CHF 80.35% 80.35%

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