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
22.11.2024 7.33% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 131'700 CHF 70'850 CHF 98.26% 98.26%
20.11.2024 9.38% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 101'804 CHF 55'902 CHF 99.35% 99.35%
19.11.2024 10.19% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 93'338 CHF 51'669 CHF 96.31% 96.31%
18.11.2024 10.01% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 500'000 95'193 CHF 52'597 CHF 94.25% 94.25%
15.11.2024 9.27% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 103'812 CHF 56'906 CHF 91.54% 91.54%
14.11.2024 8.69% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'164 CHF 60'082 CHF 94.32% 94.32%
13.11.2024 8.78% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 109'022 CHF 59'511 CHF 83.42% 83.42%
12.11.2024 7.70% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 125'175 CHF 67'588 CHF 91.91% 91.91%
11.11.2024 6.90% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 140'116 CHF 75'058 CHF 85.53% 85.53%
08.11.2024 7.39% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 130'381 CHF 70'191 CHF 89.23% 89.23%

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