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 8.82% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 108'483 CHF 59'242 CHF 99.12% 99.12%
19.11.2024 9.34% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 102'269 CHF 56'135 CHF 98.73% 98.73%
18.11.2024 8.63% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'899 CHF 60'450 CHF 99.05% 99.05%
15.11.2024 8.73% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'838 CHF 59'919 CHF 99.42% 99.42%
14.11.2024 10.53% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 90'783 CHF 50'392 CHF 97.62% 97.62%
13.11.2024 13.16% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 71'124 CHF 40'562 CHF 99.34% 99.34%
12.11.2024 11.08% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 85'819 CHF 47'909 CHF 93.10% 93.10%
11.11.2024 9.35% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 102'159 CHF 56'079 CHF 99.06% 99.06%
08.11.2024 9.17% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 104'324 CHF 57'162 CHF 99.32% 99.32%
07.11.2024 7.51% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 128'397 CHF 69'198 CHF 98.60% 98.60%

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