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 11.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 486'845 83'622 CHF 45'496 CHF 98.71% 98.71%
19.11.2024 10.99% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 485'785 86'442 CHF 46'726 CHF 98.66% 98.66%
18.11.2024 9.10% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 105'197 CHF 46'079 CHF 98.73% 98.73%
15.11.2024 9.52% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 100'135 CHF 44'054 CHF 98.27% 98.27%
14.11.2024 11.14% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 473'932 85'103 CHF 44'936 CHF 97.71% 97.71%
13.11.2024 13.24% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'586 CHF 40'293 CHF 98.92% 98.92%
12.11.2024 10.63% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 425'344 89'455 CHF 42'100 CHF 92.58% 92.58%
11.11.2024 10.68% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 440'025 88'807 CHF 43'382 CHF 98.94% 98.94%
08.11.2024 10.43% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 444'514 91'195 CHF 44'848 CHF 92.69% 92.69%
07.11.2024 8.11% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 118'713 CHF 51'485 CHF 98.05% 98.05%

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