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 14.94% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 62'155 CHF 36'078 CHF 99.52% 99.52%
19.11.2024 13.95% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 66'993 CHF 38'496 CHF 99.44% 99.44%
18.11.2024 14.69% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 63'385 CHF 36'693 CHF 99.23% 99.23%
15.11.2024 14.10% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 66'277 CHF 38'138 CHF 99.39% 99.39%
14.11.2024 10.43% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 90'949 CHF 50'475 CHF 97.77% 97.77%
13.11.2024 10.06% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'639 CHF 52'320 CHF 99.38% 99.38%
12.11.2024 8.92% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 485'563 107'249 CHF 56'892 CHF 96.16% 96.16%
11.11.2024 8.00% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 119'951 CHF 51'980 CHF 99.37% 99.37%
08.11.2024 7.94% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 121'034 CHF 52'414 CHF 93.11% 93.11%
07.11.2024 8.03% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 119'618 CHF 51'847 CHF 98.60% 98.60%

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