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 11.73% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'253 CHF 45'127 CHF 99.37% 99.37%
19.11.2024 11.69% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'630 CHF 45'315 CHF 99.27% 99.27%
18.11.2024 11.32% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 83'557 CHF 46'778 CHF 99.56% 99.56%
15.11.2024 11.49% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 82'254 CHF 46'127 CHF 99.39% 99.39%
14.11.2024 12.18% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 77'369 CHF 43'684 CHF 97.51% 97.51%
13.11.2024 14.54% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 64'107 CHF 37'053 CHF 99.37% 99.37%
12.11.2024 13.29% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 70'348 CHF 40'174 CHF 93.09% 93.09%
11.11.2024 11.76% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 80'019 CHF 45'010 CHF 99.37% 99.37%
08.11.2024 11.47% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 82'367 CHF 46'184 CHF 93.13% 93.13%
07.11.2024 10.52% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 90'033 CHF 50'017 CHF 98.60% 98.60%

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