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 11.89% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 79'192 CHF 44'596 CHF 99.36% 99.36%
19.11.2024 12.23% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 77'049 CHF 43'524 CHF 99.27% 99.27%
18.11.2024 11.52% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 81'949 CHF 45'975 CHF 99.39% 99.39%
15.11.2024 11.89% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 79'431 CHF 44'716 CHF 99.39% 99.39%
14.11.2024 13.31% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'157 CHF 40'079 CHF 97.51% 97.51%
13.11.2024 16.81% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 54'906 CHF 32'453 CHF 99.37% 99.37%
12.11.2024 14.72% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 63'313 CHF 36'657 CHF 93.10% 93.10%
11.11.2024 13.12% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'369 CHF 40'685 CHF 99.37% 99.37%
08.11.2024 12.12% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 77'734 CHF 43'867 CHF 99.15% 99.15%
07.11.2024 10.61% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'305 CHF 49'653 CHF 98.59% 98.59%

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