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
10.12.2024 9.57% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 99'571 CHF 54'786 CHF 99.78% 99.78%
09.12.2024 9.53% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 99'973 CHF 54'987 CHF 99.28% 99.28%
06.12.2024 11.59% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 81'408 CHF 45'704 CHF 99.24% 99.24%
05.12.2024 14.37% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 64'952 CHF 37'476 CHF 99.78% 99.78%
04.12.2024 17.53% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'344 CHF 31'172 CHF 98.66% 98.66%
03.12.2024 17.50% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'455 CHF 31'228 CHF 99.81% 99.81%
02.12.2024 17.70% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'736 CHF 30'868 CHF 98.49% 98.49%
29.11.2024 17.56% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 52'239 CHF 31'120 CHF 97.63% 97.63%
28.11.2024 17.84% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 430'795 51'233 CHF 26'457 CHF 99.34% 99.34%
27.11.2024 18.18% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 50'000 CHF 30'000 CHF 99.59% 99.59%

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