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 16.34% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 56'575 CHF 33'288 CHF 98.93% 98.93%
19.11.2024 15.59% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 59'282 CHF 34'641 CHF 88.60% 88.60%
18.11.2024 13.28% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 498'411 70'346 CHF 40'030 CHF 97.18% 97.18%
15.11.2024 12.40% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 416'183 77'111 CHF 35'924 CHF 91.06% 91.06%
14.11.2024 9.77% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 97'578 CHF 43'031 CHF 98.99% 98.99%
13.11.2024 10.62% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 89'229 CHF 39'692 CHF 98.68% 98.68%
12.11.2024 8.92% 0.10 CHF 0.11 CHF 1'000'000 400'000 999'583 399'583 107'406 CHF 46'929 CHF 99.32% 99.32%
11.11.2024 7.52% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 115'229 CHF 41'410 CHF 99.33% 99.33%
08.11.2024 7.83% 0.12 CHF 0.13 CHF 900'000 300'000 900'524 300'524 110'695 CHF 39'942 CHF 98.13% 98.13%
07.11.2024 6.23% 0.14 CHF 0.15 CHF 900'000 300'000 776'145 258'715 120'647 CHF 42'803 CHF 98.64% 98.64%

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