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 10.74% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'285 CHF 49'143 CHF 98.28% 98.28%
19.11.2024 11.57% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 81'579 CHF 45'789 CHF 98.65% 98.65%
18.11.2024 9.97% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 95'520 CHF 52'760 CHF 98.80% 98.80%
15.11.2024 9.89% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 96'374 CHF 53'187 CHF 98.36% 98.36%
14.11.2024 10.90% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 86'958 CHF 48'479 CHF 96.99% 96.99%
13.11.2024 10.68% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'985 CHF 49'493 CHF 98.88% 98.88%
12.11.2024 9.80% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 97'292 CHF 53'646 CHF 92.36% 92.36%
11.11.2024 7.37% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 130'932 CHF 56'373 CHF 98.94% 98.94%
08.11.2024 8.27% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'808 116'494 CHF 50'694 CHF 97.48% 97.48%
07.11.2024 5.94% 0.18 CHF 0.19 CHF 900'000 300'000 963'714 363'714 158'234 CHF 63'006 CHF 98.13% 98.13%

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