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 3.32% 0.28 CHF 0.29 CHF 1'000'000 1'000'000 546'970 546'970 164'236 CHF 169'725 CHF 99.90% 99.90%
19.11.2024 3.63% 0.31 CHF 0.32 CHF 1'000'000 1'000'000 563'855 563'855 157'864 CHF 163'515 CHF 99.55% 99.55%
18.11.2024 4.70% 0.31 CHF 0.32 CHF 1'000'000 1'000'000 586'375 586'375 178'824 CHF 186'979 CHF 97.73% 97.73%
15.11.2024 5.49% 0.21 CHF 0.22 CHF 1'000'000 1'000'000 640'537 640'537 118'674 CHF 125'095 CHF 99.27% 99.27%
14.11.2024 4.19% 0.21 CHF 0.22 CHF 1'000'000 1'000'000 572'654 572'654 135'476 CHF 141'226 CHF 98.88% 98.88%
13.11.2024 3.73% 0.25 CHF 0.26 CHF 1'000'000 1'000'000 574'977 574'977 154'955 CHF 160'729 CHF 99.34% 99.34%
12.11.2024 9.87% 0.30 CHF 0.31 CHF 1'000'000 1'000'000 356'347 356'347 108'329 CHF 113'757 CHF 95.38% 95.38%
11.11.2024 3.30% 0.36 CHF 0.37 CHF 1'000'000 1'000'000 592'818 592'818 181'362 CHF 187'299 CHF 97.29% 97.29%
08.11.2024 6.92% 0.20 CHF 0.21 CHF 1'000'000 1'000'000 699'758 699'758 105'425 CHF 112'453 CHF 99.64% 99.64%
07.11.2024 8.60% 0.14 CHF 0.15 CHF 1'000'000 1'000'000 801'805 801'805 93'356 CHF 101'406 CHF 99.77% 99.77%

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