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 4.17% 0.23 CHF 0.24 CHF 1'000'000 150'000 1'000'000 150'000 234'877 CHF 36'732 CHF 99.36% 99.36%
19.11.2024 3.69% 0.26 CHF 0.27 CHF 1'000'000 150'000 1'000'000 150'000 266'287 CHF 41'443 CHF 99.37% 99.37%
18.11.2024 3.93% 0.25 CHF 0.26 CHF 1'000'000 150'000 1'000'000 150'000 249'695 CHF 38'954 CHF 99.23% 99.23%
15.11.2024 4.00% 0.25 CHF 0.26 CHF 1'000'000 150'000 1'000'000 150'000 244'985 CHF 38'248 CHF 99.37% 99.37%
14.11.2024 4.40% 0.22 CHF 0.23 CHF 1'000'000 150'000 1'000'000 150'000 222'212 CHF 34'832 CHF 99.38% 99.38%
13.11.2024 4.40% 0.22 CHF 0.23 CHF 1'000'000 150'000 1'000'000 150'000 222'102 CHF 34'815 CHF 99.37% 99.37%
12.11.2024 4.71% 0.21 CHF 0.22 CHF 1'000'000 150'000 1'000'000 150'000 207'352 CHF 32'603 CHF 99.38% 99.38%
11.11.2024 5.14% 0.19 CHF 0.20 CHF 1'000'000 150'000 1'000'000 150'000 189'433 CHF 29'915 CHF 99.37% 99.37%
08.11.2024 5.28% 0.18 CHF 0.19 CHF 1'000'000 150'000 1'000'000 150'000 184'531 CHF 29'180 CHF 99.25% 99.25%
07.11.2024 5.34% 0.18 CHF 0.19 CHF 1'000'000 150'000 1'000'000 150'000 182'657 CHF 28'899 CHF 99.30% 99.30%

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