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 18.74% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'000 48'628 CHF 23'451 CHF 99.68% 99.68%
19.11.2024 16.31% 0.04 CHF 0.05 CHF 1'000'000 400'000 968'744 368'744 55'183 CHF 24'628 CHF 99.24% 99.24%
18.11.2024 15.39% 0.06 CHF 0.07 CHF 1'000'000 400'000 980'493 380'493 58'933 CHF 26'626 CHF 99.40% 99.40%
15.11.2024 19.55% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'262 46'619 CHF 22'661 CHF 99.38% 99.38%
14.11.2024 16.65% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 405'117 56'005 CHF 26'658 CHF 98.19% 98.19%
13.11.2024 17.77% 0.05 CHF 0.06 CHF 1'000'000 400'000 1'000'000 400'000 51'474 CHF 24'590 CHF 99.34% 99.34%
12.11.2024 12.49% 0.06 CHF 0.07 CHF 1'000'000 400'000 912'789 312'789 69'025 CHF 26'648 CHF 93.14% 93.14%
11.11.2024 11.61% 0.08 CHF 0.09 CHF 900'000 300'000 862'840 287'613 70'107 CHF 26'245 CHF 98.27% 98.27%
08.11.2024 9.75% 0.09 CHF 0.10 CHF 750'000 250'000 750'000 250'000 73'320 CHF 26'940 CHF 93.12% 93.12%
07.11.2024 8.40% 0.10 CHF 0.11 CHF 750'000 250'000 686'194 228'731 78'258 CHF 28'373 CHF 98.61% 98.61%

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