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 8.64% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'847 CHF 60'423 CHF 99.09% 99.09%
19.11.2024 9.24% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 103'546 CHF 56'773 CHF 98.75% 98.75%
18.11.2024 8.30% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 115'750 CHF 62'875 CHF 99.02% 99.02%
15.11.2024 8.24% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 116'699 CHF 63'350 CHF 99.44% 99.44%
14.11.2024 10.36% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 92'644 CHF 51'322 CHF 97.63% 97.63%
13.11.2024 13.19% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'912 CHF 40'456 CHF 99.34% 99.34%
12.11.2024 11.12% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 85'609 CHF 47'805 CHF 93.10% 93.10%
11.11.2024 8.89% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 107'736 CHF 58'868 CHF 99.06% 99.06%
08.11.2024 8.83% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 108'491 CHF 59'245 CHF 97.78% 97.78%
07.11.2024 7.00% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 498'827 138'295 CHF 73'960 CHF 98.60% 98.60%

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