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 14.10% 0.08 CHF 0.09 CHF 1'000'000 400'000 1'000'000 400'000 66'437 CHF 30'575 CHF 99.51% 99.51%
19.11.2024 13.25% 0.07 CHF 0.08 CHF 1'000'000 400'000 999'454 399'454 70'932 CHF 32'341 CHF 99.58% 99.58%
18.11.2024 12.82% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 73'261 CHF 33'304 CHF 99.22% 99.22%
15.11.2024 12.58% 0.08 CHF 0.09 CHF 1'000'000 400'000 995'177 395'155 74'487 CHF 33'495 CHF 99.40% 99.40%
14.11.2024 21.37% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 42'102 CHF 26'051 CHF 97.59% 97.59%
13.11.2024 21.68% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 41'471 CHF 25'736 CHF 99.37% 99.37%
12.11.2024 23.98% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 37'232 CHF 23'616 CHF 95.47% 95.47%
11.11.2024 28.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 30'062 CHF 20'031 CHF 99.37% 99.37%
08.11.2024 26.05% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 33'968 CHF 21'984 CHF 93.74% 93.74%
07.11.2024 22.22% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'000 CHF 25'000 CHF 98.60% 98.60%

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