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 15.18% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 60'990 CHF 35'495 CHF 99.36% 99.36%
19.11.2024 17.47% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'544 CHF 31'272 CHF 96.32% 96.32%
18.11.2024 17.58% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 52'160 CHF 31'080 CHF 94.45% 94.45%
15.11.2024 15.98% 0.05 CHF 0.06 CHF 1'000'000 500'000 1'000'000 500'000 57'916 CHF 33'958 CHF 91.49% 91.49%
14.11.2024 15.24% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'718 CHF 35'359 CHF 94.68% 94.68%
13.11.2024 15.38% 0.06 CHF 0.07 CHF 1'000'000 500'000 1'000'000 500'000 60'000 CHF 35'000 CHF 83.40% 83.40%
12.11.2024 13.28% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 70'443 CHF 40'221 CHF 91.87% 91.87%
11.11.2024 11.93% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 78'954 CHF 44'477 CHF 82.29% 82.29%
08.11.2024 13.13% 0.08 CHF 0.09 CHF 1'000'000 500'000 1'000'000 500'000 71'282 CHF 40'641 CHF 89.21% 89.21%
07.11.2024 13.34% 0.07 CHF 0.08 CHF 1'000'000 500'000 1'000'000 500'000 69'948 CHF 39'974 CHF 80.37% 80.37%

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