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 18.41% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'510 CHF 29'755 CHF 99.15% 99.15%
19.11.2024 17.60% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'247 CHF 31'123 CHF 98.10% 98.10%
18.11.2024 13.03% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'984 CHF 40'992 CHF 98.88% 98.88%
15.11.2024 11.48% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'314 CHF 46'157 CHF 98.28% 98.28%
14.11.2024 11.77% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 80'670 CHF 45'335 CHF 97.92% 97.92%
13.11.2024 13.10% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'737 CHF 40'869 CHF 99.15% 99.15%
12.11.2024 10.12% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 95'345 CHF 52'672 CHF 98.01% 98.01%
11.11.2024 13.17% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 72'801 CHF 41'401 CHF 98.64% 98.64%
08.11.2024 17.75% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'537 CHF 30'768 CHF 98.82% 98.82%
07.11.2024 15.53% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'478 CHF 34'739 CHF 98.03% 98.03%

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