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 15.06% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'580 CHF 35'790 CHF 99.56% 99.56%
19.11.2024 15.07% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 61'518 CHF 35'759 CHF 98.74% 98.74%
18.11.2024 14.02% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 66'630 CHF 38'315 CHF 99.23% 99.23%
15.11.2024 13.86% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 67'442 CHF 38'721 CHF 99.41% 99.41%
14.11.2024 16.74% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 55'359 CHF 32'679 CHF 97.58% 97.58%
13.11.2024 21.99% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'571 CHF 25'285 CHF 99.37% 99.37%
12.11.2024 18.70% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'747 CHF 29'373 CHF 93.10% 93.10%
11.11.2024 15.18% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'008 CHF 35'504 CHF 99.06% 99.06%
08.11.2024 15.17% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 61'024 CHF 35'512 CHF 93.13% 93.13%
07.11.2024 11.66% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'961 CHF 45'480 CHF 98.61% 98.61%

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