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 8.15% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 417'964 117'831 CHF 53'288 CHF 99.41% 99.41%
19.11.2024 8.84% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 497'162 108'217 CHF 58'763 CHF 96.78% 96.78%
18.11.2024 8.67% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 491'215 110'420 CHF 59'114 CHF 97.78% 97.78%
15.11.2024 6.99% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 407'800 139'804 CHF 60'821 CHF 96.53% 96.53%
14.11.2024 5.33% 0.18 CHF 0.19 CHF 1'000'000 400'000 914'473 314'473 167'017 CHF 60'467 CHF 99.35% 99.35%
13.11.2024 6.11% 0.16 CHF 0.17 CHF 1'000'000 340'000 1'000'000 399'899 158'619 CHF 67'431 CHF 98.97% 98.97%
12.11.2024 6.06% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 159'938 CHF 67'975 CHF 99.38% 99.38%
11.11.2024 5.33% 0.17 CHF 0.18 CHF 1'000'000 400'000 905'841 305'841 165'403 CHF 58'854 CHF 99.37% 99.37%
08.11.2024 4.81% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 182'655 CHF 63'885 CHF 99.34% 99.34%
07.11.2024 4.70% 0.21 CHF 0.22 CHF 900'000 300'000 900'000 300'000 187'088 CHF 65'363 CHF 98.62% 98.62%

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