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 22.24% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'119 CHF 25'059 CHF 99.43% 99.43%
19.11.2024 23.42% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 38'113 CHF 24'057 CHF 96.74% 96.74%
18.11.2024 22.09% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 40'331 CHF 25'165 CHF 97.77% 97.77%
15.11.2024 13.88% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 420'404 70'581 CHF 33'355 CHF 96.59% 96.59%
14.11.2024 8.34% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 299'940 103'885 CHF 37'621 CHF 99.37% 99.37%
13.11.2024 10.65% 0.09 CHF 0.10 CHF 1'000'000 400'000 999'638 399'638 88'968 CHF 39'562 CHF 98.76% 98.76%
12.11.2024 10.49% 0.09 CHF 0.10 CHF 1'000'000 400'000 996'046 396'046 89'994 CHF 39'721 CHF 99.37% 99.37%
11.11.2024 8.26% 0.10 CHF 0.11 CHF 900'000 300'000 900'000 300'000 104'763 CHF 37'921 CHF 99.38% 99.38%
08.11.2024 6.74% 0.12 CHF 0.13 CHF 900'000 300'000 892'386 297'462 128'172 CHF 45'699 CHF 99.35% 99.35%
07.11.2024 6.67% 0.15 CHF 0.16 CHF 750'000 250'000 751'223 250'408 108'988 CHF 38'833 CHF 98.66% 98.66%

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