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 8.71% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 109'823 CHF 47'929 CHF 99.50% 99.50%
19.11.2024 8.57% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'540 112'010 CHF 48'864 CHF 99.26% 99.26%
18.11.2024 8.71% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 109'783 CHF 47'913 CHF 99.22% 99.22%
15.11.2024 8.53% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 405'268 112'595 CHF 49'618 CHF 99.40% 99.40%
14.11.2024 6.46% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 149'827 CHF 63'931 CHF 97.31% 97.31%
13.11.2024 6.33% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 153'188 CHF 65'275 CHF 99.37% 99.37%
12.11.2024 5.73% 0.17 CHF 0.18 CHF 900'000 300'000 905'940 305'940 153'524 CHF 54'872 CHF 99.33% 99.33%
11.11.2024 5.24% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 167'274 CHF 58'758 CHF 99.37% 99.37%
08.11.2024 5.11% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 171'649 CHF 60'216 CHF 93.13% 93.13%
07.11.2024 5.33% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 164'442 CHF 57'814 CHF 98.59% 98.59%

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