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 10.59% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 89'469 CHF 39'788 CHF 99.28% 99.28%
19.11.2024 9.75% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 97'757 CHF 43'103 CHF 99.31% 99.31%
18.11.2024 9.57% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 99'544 CHF 43'818 CHF 99.28% 99.28%
15.11.2024 10.54% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 90'103 CHF 40'041 CHF 99.39% 99.39%
14.11.2024 10.08% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'542 94'775 CHF 41'959 CHF 98.03% 98.03%
13.11.2024 10.55% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 89'780 CHF 39'912 CHF 99.33% 99.33%
12.11.2024 8.93% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 107'361 CHF 46'944 CHF 99.35% 99.35%
11.11.2024 8.60% 0.11 CHF 0.12 CHF 1'000'000 400'000 988'025 388'025 109'945 CHF 46'984 CHF 98.25% 98.25%
08.11.2024 7.99% 0.11 CHF 0.12 CHF 900'000 300'000 900'000 300'000 108'125 CHF 39'042 CHF 99.33% 99.33%
07.11.2024 6.96% 0.13 CHF 0.14 CHF 900'000 300'000 900'000 300'000 125'115 CHF 44'705 CHF 98.59% 98.59%

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