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 18.75% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 48'596 CHF 29'298 CHF 99.36% 99.36%
19.11.2024 17.80% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'369 CHF 30'685 CHF 96.70% 96.70%
18.11.2024 15.31% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'346 CHF 35'173 CHF 97.56% 97.56%
15.11.2024 15.58% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 59'315 CHF 34'658 CHF 96.20% 96.20%
14.11.2024 17.78% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'432 CHF 30'716 CHF 99.53% 99.53%
13.11.2024 18.32% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'648 CHF 29'824 CHF 98.77% 98.77%
12.11.2024 17.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 51'774 CHF 30'887 CHF 99.36% 99.36%
11.11.2024 15.99% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 57'818 CHF 33'909 CHF 99.38% 99.38%
08.11.2024 18.35% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 49'580 CHF 29'790 CHF 98.24% 98.24%
07.11.2024 15.93% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 58'502 CHF 34'251 CHF 98.71% 98.71%

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