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 5.80% 0.15 CHF 0.16 CHF 1'000'000 1'000'000 518'845 518'845 86'882 CHF 92'088 CHF 99.90% 99.90%
19.11.2024 6.65% 0.18 CHF 0.19 CHF 980'000 980'000 526'986 526'986 80'400 CHF 85'681 CHF 99.55% 99.55%
18.11.2024 8.01% 0.19 CHF 0.20 CHF 980'000 980'000 518'503 518'503 93'442 CHF 100'521 CHF 97.73% 97.73%
15.11.2024 11.94% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 551'648 551'648 46'606 CHF 52'134 CHF 99.27% 99.27%
14.11.2024 7.52% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 527'180 527'180 67'004 CHF 72'299 CHF 98.88% 98.88%
13.11.2024 6.28% 0.14 CHF 0.15 CHF 1'000'000 1'000'000 521'746 521'746 82'178 CHF 87'418 CHF 99.34% 99.34%
12.11.2024 13.62% 0.19 CHF 0.20 CHF 1'000'000 1'000'000 341'918 341'918 71'314 CHF 76'429 CHF 96.00% 96.00%
11.11.2024 5.18% 0.28 CHF 0.29 CHF 960'000 960'000 520'810 520'810 105'303 CHF 110'518 CHF 97.29% 97.29%
08.11.2024 17.37% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 549'070 549'070 36'105 CHF 41'619 CHF 100.00% 100.00%
07.11.2024 21.24% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 577'451 577'451 26'151 CHF 31'949 CHF 99.77% 99.77%

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