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 15.36% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'107 CHF 35'053 CHF 98.63% 98.63%
19.11.2024 15.40% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'936 CHF 34'968 CHF 89.10% 89.10%
18.11.2024 12.72% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 73'936 CHF 41'968 CHF 97.16% 97.16%
15.11.2024 12.30% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 76'990 CHF 43'495 CHF 91.35% 91.35%
14.11.2024 10.63% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 89'211 CHF 49'605 CHF 98.99% 98.99%
13.11.2024 10.91% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 86'939 CHF 48'469 CHF 98.94% 98.94%
12.11.2024 9.77% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 459'119 97'591 CHF 49'298 CHF 99.32% 99.32%
11.11.2024 8.72% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 109'761 CHF 47'905 CHF 99.33% 99.33%
08.11.2024 8.79% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 108'873 CHF 47'549 CHF 98.12% 98.12%
07.11.2024 7.42% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 129'953 CHF 55'981 CHF 98.66% 98.66%

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