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 15.29% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'445 CHF 35'223 CHF 99.37% 99.37%
19.11.2024 16.32% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 56'650 CHF 33'325 CHF 96.68% 96.68%
18.11.2024 12.98% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 73'262 CHF 41'631 CHF 97.60% 97.60%
15.11.2024 12.33% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 76'620 CHF 43'310 CHF 96.55% 96.55%
14.11.2024 13.22% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 70'746 CHF 40'373 CHF 99.34% 99.34%
13.11.2024 13.27% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'442 CHF 40'221 CHF 99.36% 99.36%
12.11.2024 12.89% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 72'864 CHF 41'432 CHF 99.39% 99.39%
11.11.2024 12.85% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 73'067 CHF 41'534 CHF 99.31% 99.31%
08.11.2024 12.01% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 78'448 CHF 44'224 CHF 99.33% 99.33%
07.11.2024 8.72% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 497'996 110'656 CHF 60'052 CHF 98.51% 98.51%

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