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 13.03% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 493'688 71'923 CHF 40'391 CHF 97.91% 97.91%
19.11.2024 12.93% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 72'662 CHF 41'331 CHF 97.36% 97.36%
18.11.2024 11.95% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 494'848 78'850 CHF 43'961 CHF 98.92% 98.92%
15.11.2024 8.74% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 110'280 CHF 48'112 CHF 98.26% 98.26%
14.11.2024 7.44% 0.12 CHF 0.13 CHF 1'000'000 400'000 919'053 319'053 119'169 CHF 44'378 CHF 96.34% 96.34%
13.11.2024 6.22% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 140'557 CHF 49'852 CHF 95.94% 95.94%
12.11.2024 4.50% 0.20 CHF 0.21 CHF 750'000 250'000 750'000 250'000 163'208 CHF 56'903 CHF 91.50% 91.50%
11.11.2024 4.86% 0.24 CHF 0.25 CHF 600'000 200'000 729'208 243'069 146'764 CHF 51'352 CHF 97.78% 97.78%
08.11.2024 4.60% 0.19 CHF 0.20 CHF 750'000 250'000 750'000 250'000 159'812 CHF 55'771 CHF 97.25% 97.25%
07.11.2024 5.74% 0.21 CHF 0.22 CHF 750'000 250'000 872'543 290'848 148'304 CHF 52'343 CHF 97.01% 97.01%

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