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 7.75% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 124'684 CHF 53'874 CHF 98.93% 98.93%
19.11.2024 6.93% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 403'166 140'685 CHF 60'631 CHF 98.24% 98.24%
18.11.2024 9.71% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 98'289 CHF 54'145 CHF 98.95% 98.95%
15.11.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'291 CHF 50'145 CHF 98.33% 98.33%
14.11.2024 10.10% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 491'705 95'070 CHF 51'455 CHF 97.76% 97.76%
13.11.2024 8.59% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 467'571 112'770 CHF 56'942 CHF 98.91% 98.91%
12.11.2024 11.52% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 498'424 84'723 CHF 47'126 CHF 93.36% 93.36%
11.11.2024 7.66% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 472'619 127'023 CHF 64'268 CHF 98.64% 98.64%
08.11.2024 5.74% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 169'628 CHF 71'851 CHF 96.59% 96.59%
07.11.2024 6.04% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 160'849 CHF 68'340 CHF 98.11% 98.11%

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