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 11.05% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 85'753 CHF 47'877 CHF 98.94% 98.94%
19.11.2024 10.58% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 89'554 CHF 49'777 CHF 88.41% 88.41%
18.11.2024 9.50% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'349 CHF 55'175 CHF 97.15% 97.15%
15.11.2024 9.00% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 106'736 CHF 58'368 CHF 91.38% 91.38%
14.11.2024 8.60% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 111'471 CHF 60'735 CHF 98.99% 98.99%
13.11.2024 8.79% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 108'883 CHF 59'441 CHF 98.92% 98.92%
12.11.2024 7.63% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 126'443 CHF 68'222 CHF 99.33% 99.33%
11.11.2024 6.96% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 404'965 138'702 CHF 60'176 CHF 99.32% 99.32%
08.11.2024 7.35% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 407'170 131'089 CHF 57'433 CHF 98.11% 98.11%
07.11.2024 6.30% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 154'046 CHF 65'619 CHF 98.58% 98.58%

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