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 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.31% 99.31%
19.11.2024 14.85% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'582 CHF 36'291 CHF 96.63% 96.63%
18.11.2024 13.81% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'662 CHF 38'831 CHF 97.63% 97.63%
15.11.2024 13.26% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'495 CHF 40'248 CHF 91.75% 91.75%
14.11.2024 13.66% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 68'402 CHF 39'201 CHF 99.24% 99.24%
13.11.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'000 CHF 40'000 CHF 99.03% 99.03%
12.11.2024 13.33% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'021 CHF 40'011 CHF 99.36% 99.36%
11.11.2024 10.74% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 88'300 CHF 49'150 CHF 99.34% 99.34%
08.11.2024 9.37% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 102'093 CHF 56'047 CHF 99.31% 99.31%
07.11.2024 8.34% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 115'132 CHF 62'566 CHF 98.56% 98.56%

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