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 11.18% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 84'764 CHF 37'906 CHF 99.35% 99.35%
19.11.2024 11.29% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 83'967 CHF 37'587 CHF 96.62% 96.62%
18.11.2024 10.09% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 400'000 94'426 CHF 41'771 CHF 97.18% 97.18%
15.11.2024 10.24% 0.10 CHF 0.11 CHF 1'000'000 400'000 1'000'000 400'000 92'862 CHF 41'145 CHF 96.02% 96.02%
14.11.2024 14.96% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 62'054 CHF 36'027 CHF 99.35% 99.35%
13.11.2024 13.75% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 67'988 CHF 38'994 CHF 99.07% 99.07%
12.11.2024 13.24% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 70'664 CHF 40'332 CHF 74.94% 74.94%
11.11.2024 15.75% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 59'109 CHF 34'554 CHF 96.29% 96.29%
08.11.2024 10.64% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 420'085 89'910 CHF 41'670 CHF 96.77% 96.77%
07.11.2024 11.18% 0.09 CHF 0.10 CHF 1'000'000 400'000 1'000'000 479'767 84'892 CHF 45'323 CHF 98.65% 98.65%

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