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 10.33% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 91'932 CHF 50'966 CHF 99.26% 99.26%
19.11.2024 10.86% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 87'328 CHF 48'664 CHF 96.64% 96.64%
18.11.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'940 CHF 49'970 CHF 97.60% 97.60%
15.11.2024 10.12% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'090 CHF 52'045 CHF 91.83% 91.83%
14.11.2024 10.64% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'116 CHF 49'558 CHF 99.20% 99.20%
13.11.2024 10.03% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 94'994 CHF 52'497 CHF 98.94% 98.94%
12.11.2024 9.72% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 98'078 CHF 54'039 CHF 99.35% 99.35%
11.11.2024 8.15% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 117'889 CHF 63'944 CHF 99.34% 99.34%
08.11.2024 7.09% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 136'425 CHF 73'212 CHF 99.32% 99.32%
07.11.2024 6.43% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 150'656 CHF 80'328 CHF 98.59% 98.59%

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