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 9.18% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 104'136 CHF 17'120 CHF 99.38% 99.38%
19.11.2024 10.25% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 92'972 CHF 15'446 CHF 99.38% 99.38%
18.11.2024 9.58% 0.11 CHF 0.12 CHF 1'000'000 150'000 1'000'000 150'000 99'592 CHF 16'439 CHF 99.26% 99.26%
15.11.2024 10.39% 0.09 CHF 0.10 CHF 1'000'000 150'000 1'000'000 150'000 91'414 CHF 15'212 CHF 99.38% 99.38%
14.11.2024 11.74% 0.09 CHF 0.10 CHF 1'000'000 150'000 1'000'000 150'000 81'099 CHF 13'665 CHF 99.37% 99.37%
13.11.2024 13.61% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 68'651 CHF 11'798 CHF 99.38% 99.38%
12.11.2024 11.95% 0.07 CHF 0.08 CHF 1'000'000 150'000 1'000'000 150'000 78'795 CHF 13'319 CHF 99.38% 99.38%
11.11.2024 11.56% 0.08 CHF 0.09 CHF 1'000'000 150'000 1'000'000 150'000 81'623 CHF 13'743 CHF 99.38% 99.38%
08.11.2024 10.38% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 91'499 CHF 15'225 CHF 99.38% 99.38%
07.11.2024 10.53% 0.09 CHF 0.10 CHF 1'000'000 150'000 1'000'000 150'000 89'992 CHF 14'999 CHF 98.38% 98.38%

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