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 8.14% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 117'990 CHF 51'196 CHF 99.53% 99.53%
19.11.2024 8.41% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 114'109 CHF 49'644 CHF 99.17% 99.17%
18.11.2024 7.78% 0.13 CHF 0.14 CHF 1'000'000 400'000 998'541 398'541 123'495 CHF 53'261 CHF 99.30% 99.30%
15.11.2024 8.03% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 119'959 CHF 51'983 CHF 99.40% 99.40%
14.11.2024 9.00% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 106'383 CHF 46'553 CHF 97.76% 97.76%
13.11.2024 11.94% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 483'872 79'261 CHF 43'018 CHF 99.20% 99.20%
12.11.2024 10.44% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 414'937 91'262 CHF 41'842 CHF 99.57% 99.57%
11.11.2024 8.75% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 109'320 CHF 47'728 CHF 99.35% 99.35%
08.11.2024 8.38% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 114'837 CHF 49'935 CHF 99.36% 99.36%
07.11.2024 7.40% 0.13 CHF 0.14 CHF 1'000'000 400'000 999'615 399'615 130'129 CHF 56'016 CHF 98.77% 98.77%

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