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 12.57% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 74'843 CHF 42'422 CHF 97.04% 97.04%
19.11.2024 11.77% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'013 CHF 45'007 CHF 96.19% 96.19%
18.11.2024 11.53% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 81'856 CHF 45'928 CHF 92.63% 92.63%
15.11.2024 10.56% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 89'736 CHF 49'868 CHF 93.20% 93.20%
14.11.2024 11.08% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 85'530 CHF 47'765 CHF 98.80% 98.80%
13.11.2024 13.32% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'061 CHF 40'031 CHF 94.98% 94.98%
12.11.2024 11.80% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 79'772 CHF 44'886 CHF 98.91% 98.91%
11.11.2024 10.52% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'025 CHF 50'012 CHF 92.92% 92.92%
08.11.2024 10.51% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'199 CHF 50'100 CHF 97.07% 97.07%
07.11.2024 9.91% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 96'155 CHF 53'077 CHF 98.65% 98.65%

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