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 15.13% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 410'815 61'248 CHF 29'256 CHF 99.35% 99.35%
19.11.2024 14.80% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'236 62'831 CHF 29'149 CHF 96.60% 96.60%
18.11.2024 13.50% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 69'346 CHF 31'738 CHF 97.20% 97.20%
15.11.2024 13.21% 0.07 CHF 0.08 CHF 1'000'000 400'000 1'000'000 400'000 70'759 CHF 32'304 CHF 95.85% 95.85%
14.11.2024 21.69% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'322 CHF 25'661 CHF 99.30% 99.30%
13.11.2024 19.09% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 47'823 CHF 28'911 CHF 99.09% 99.09%
12.11.2024 21.54% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 41'690 CHF 25'845 CHF 99.34% 99.34%
11.11.2024 26.58% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 33'205 CHF 21'602 CHF 96.28% 96.28%
08.11.2024 13.75% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 426'688 68'767 CHF 33'339 CHF 96.77% 96.77%
07.11.2024 14.70% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 494'981 63'560 CHF 36'328 CHF 98.65% 98.65%

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