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 5.83% 0.15 CHF 0.16 CHF 1'000'000 1'000'000 633'108 633'108 106'804 CHF 113'159 CHF 99.90% 99.90%
19.11.2024 6.58% 0.18 CHF 0.19 CHF 1'000'000 1'000'000 675'502 675'502 102'872 CHF 109'642 CHF 99.55% 99.55%
18.11.2024 8.27% 0.18 CHF 0.19 CHF 1'000'000 1'000'000 762'771 762'771 130'203 CHF 141'219 CHF 97.74% 97.74%
15.11.2024 11.55% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 863'360 863'360 73'129 CHF 81'784 CHF 99.27% 99.27%
14.11.2024 7.87% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 711'379 711'379 88'585 CHF 95'729 CHF 98.87% 98.87%
13.11.2024 6.70% 0.13 CHF 0.14 CHF 1'000'000 1'000'000 720'842 720'842 107'015 CHF 114'253 CHF 99.34% 99.34%
12.11.2024 16.00% 0.17 CHF 0.18 CHF 1'000'000 1'000'000 387'209 387'209 69'498 CHF 75'688 CHF 96.20% 96.20%
11.11.2024 5.68% 0.22 CHF 0.23 CHF 1'000'000 1'000'000 766'157 766'157 135'003 CHF 142'678 CHF 97.30% 97.30%
08.11.2024 15.35% 0.10 CHF 0.11 CHF 1'000'000 1'000'000 847'209 847'209 55'617 CHF 64'123 CHF 100.00% 100.00%
07.11.2024 19.30% 0.06 CHF 0.07 CHF 1'000'000 1'000'000 895'062 895'062 43'714 CHF 52'698 CHF 99.77% 99.77%

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