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
19.12.2024 12.43% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 75'745 CHF 42'873 CHF 96.19% 96.19%
18.12.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'000 CHF 45'000 CHF 95.70% 95.70%
17.12.2024 11.75% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'125 CHF 45'062 CHF 96.28% 96.28%
16.12.2024 11.70% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 80'751 CHF 45'375 CHF 98.42% 98.42%
13.12.2024 8.77% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 109'191 CHF 59'595 CHF 97.98% 97.98%
12.12.2024 11.72% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 80'378 CHF 45'189 CHF 98.23% 98.23%
11.12.2024 11.30% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 83'864 CHF 46'932 CHF 95.99% 95.99%
10.12.2024 10.78% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 87'974 CHF 48'987 CHF 97.80% 97.80%
09.12.2024 11.76% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 80'228 CHF 45'114 CHF 98.25% 98.25%
06.12.2024 15.39% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'108 CHF 35'054 CHF 98.20% 98.20%

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