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 9.76% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'725 CHF 53'863 CHF 99.08% 99.08%
19.11.2024 11.96% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 79'356 CHF 44'678 CHF 88.39% 88.39%
18.11.2024 13.46% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'378 CHF 39'689 CHF 97.39% 97.39%
15.11.2024 13.72% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 68'415 CHF 39'207 CHF 91.56% 91.56%
14.11.2024 6.67% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 145'463 CHF 77'732 CHF 99.09% 99.09%
13.11.2024 9.44% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 102'322 CHF 56'161 CHF 98.72% 98.72%
12.11.2024 8.94% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 107'117 CHF 58'558 CHF 99.30% 99.30%
11.11.2024 8.09% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 118'878 CHF 64'439 CHF 99.33% 99.33%
08.11.2024 7.58% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 127'574 CHF 68'787 CHF 98.17% 98.17%
07.11.2024 10.06% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 94'773 CHF 52'387 CHF 97.41% 97.41%

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