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 14.53% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 64'980 CHF 37'490 CHF 99.09% 99.09%
19.11.2024 11.91% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 79'984 CHF 44'992 CHF 88.40% 88.40%
18.11.2024 7.57% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 415'445 127'420 CHF 56'966 CHF 97.19% 97.19%
15.11.2024 8.41% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 478'356 116'035 CHF 59'703 CHF 91.50% 91.50%
14.11.2024 23.53% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 37'943 CHF 23'971 CHF 99.02% 99.02%
13.11.2024 15.85% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 59'613 CHF 34'807 CHF 99.02% 99.02%
12.11.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'079 CHF 35'040 CHF 99.33% 99.33%
11.11.2024 20.01% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 45'838 CHF 27'919 CHF 99.33% 99.33%
08.11.2024 25.66% 0.03 CHF 0.04 CHF 1'000'000 500'000 1'000'000 500'000 34'633 CHF 22'317 CHF 98.17% 98.17%
07.11.2024 16.14% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'377 CHF 33'689 CHF 97.24% 97.24%

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