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 14.30% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 65'294 CHF 37'647 CHF 99.43% 99.43%
19.11.2024 15.39% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'980 CHF 34'990 CHF 96.81% 96.81%
18.11.2024 15.35% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'164 CHF 35'082 CHF 97.75% 97.75%
15.11.2024 13.49% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'593 CHF 39'796 CHF 96.51% 96.51%
14.11.2024 10.52% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'048 CHF 50'024 CHF 99.32% 99.32%
13.11.2024 11.77% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'970 CHF 44'985 CHF 98.98% 98.98%
12.11.2024 11.74% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'218 CHF 45'109 CHF 99.37% 99.37%
11.11.2024 10.10% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'234 CHF 52'117 CHF 99.35% 99.35%
08.11.2024 8.82% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 108'441 CHF 59'220 CHF 99.34% 99.34%
07.11.2024 8.74% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'419 CHF 59'710 CHF 98.67% 98.67%

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