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 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'030 CHF 40'015 CHF 99.52% 99.52%
19.11.2024 12.39% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 75'997 CHF 42'999 CHF 99.39% 99.39%
18.11.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.56% 99.56%
15.11.2024 12.64% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 74'555 CHF 42'277 CHF 99.40% 99.40%
14.11.2024 9.24% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 103'399 CHF 45'360 CHF 97.74% 97.74%
13.11.2024 8.95% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 107'023 CHF 46'809 CHF 99.37% 99.37%
12.11.2024 7.95% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 120'837 CHF 52'335 CHF 93.11% 93.11%
11.11.2024 6.96% 0.13 CHF 0.14 CHF 1'000'000 400'000 957'710 357'710 132'808 CHF 53'144 CHF 99.37% 99.37%
08.11.2024 6.85% 0.14 CHF 0.15 CHF 1'000'000 400'000 944'123 344'123 133'078 CHF 51'919 CHF 96.57% 96.57%
07.11.2024 6.96% 0.14 CHF 0.15 CHF 1'000'000 400'000 973'404 373'404 134'951 CHF 55'479 CHF 98.60% 98.60%

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