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 12.29% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 494'695 76'426 CHF 42'727 CHF 99.40% 99.40%
19.11.2024 11.63% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 421'058 81'135 CHF 38'271 CHF 98.75% 98.75%
18.11.2024 10.64% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 89'082 CHF 39'633 CHF 99.27% 99.27%
15.11.2024 10.25% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 92'736 CHF 41'095 CHF 99.38% 99.38%
14.11.2024 9.16% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 104'404 CHF 45'762 CHF 97.97% 97.97%
13.11.2024 11.36% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 418'930 83'446 CHF 39'029 CHF 99.33% 99.33%
12.11.2024 10.64% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 89'054 CHF 39'622 CHF 99.33% 99.33%
11.11.2024 10.08% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 94'411 CHF 41'764 CHF 99.34% 99.34%
08.11.2024 9.89% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 96'431 CHF 42'572 CHF 99.36% 99.36%
07.11.2024 9.40% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 403'541 101'995 CHF 45'152 CHF 98.60% 98.60%

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