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 10.63% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'202 CHF 49'601 CHF 99.43% 99.43%
19.11.2024 10.76% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 88'153 CHF 49'076 CHF 96.68% 96.68%
18.11.2024 9.45% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 100'946 CHF 44'379 CHF 97.70% 97.70%
15.11.2024 8.10% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 118'658 CHF 51'463 CHF 96.52% 96.52%
14.11.2024 7.93% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 121'261 CHF 52'504 CHF 99.34% 99.34%
13.11.2024 7.60% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 126'741 CHF 54'696 CHF 99.03% 99.03%
12.11.2024 6.95% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 138'927 CHF 59'571 CHF 99.27% 99.27%
11.11.2024 7.48% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 129'104 CHF 55'642 CHF 99.37% 99.37%
08.11.2024 8.45% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 113'754 CHF 49'502 CHF 99.35% 99.35%
07.11.2024 8.69% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 110'111 CHF 48'044 CHF 98.74% 98.74%

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