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 15.66% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 59'008 CHF 34'504 CHF 99.33% 99.33%
19.11.2024 17.56% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'219 CHF 31'110 CHF 96.69% 96.69%
18.11.2024 13.35% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'932 CHF 39'966 CHF 97.64% 97.64%
15.11.2024 13.40% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'683 CHF 39'841 CHF 96.57% 96.57%
14.11.2024 14.76% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 63'119 CHF 36'559 CHF 99.34% 99.34%
13.11.2024 16.18% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'166 CHF 33'583 CHF 99.37% 99.37%
12.11.2024 15.19% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 499'935 61'188 CHF 35'590 CHF 99.37% 99.37%
11.11.2024 11.03% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 85'901 CHF 47'951 CHF 99.32% 99.32%
08.11.2024 11.12% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 85'196 CHF 47'598 CHF 99.39% 99.39%
07.11.2024 9.54% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 100'560 CHF 55'280 CHF 98.63% 98.63%

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