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 6.31% 0.15 CHF 0.16 CHF 1'000'000 400'000 971'819 371'819 149'318 CHF 60'681 CHF 98.91% 98.91%
19.11.2024 6.64% 0.15 CHF 0.16 CHF 1'000'000 400'000 987'918 387'918 144'419 CHF 60'417 CHF 98.28% 98.28%
18.11.2024 4.89% 0.19 CHF 0.20 CHF 900'000 300'000 900'000 300'000 180'063 CHF 63'021 CHF 98.93% 98.93%
15.11.2024 4.35% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 202'750 CHF 70'583 CHF 98.33% 98.33%
14.11.2024 4.51% 0.25 CHF 0.26 CHF 900'000 300'000 900'221 300'221 196'951 CHF 68'678 CHF 97.20% 97.20%
13.11.2024 4.99% 0.18 CHF 0.19 CHF 900'000 300'000 920'070 320'070 180'797 CHF 65'822 CHF 98.92% 98.92%
12.11.2024 3.66% 0.26 CHF 0.27 CHF 900'000 300'000 853'208 284'460 230'068 CHF 79'545 CHF 97.58% 97.58%
11.11.2024 4.71% 0.23 CHF 0.24 CHF 900'000 300'000 938'883 338'883 196'817 CHF 73'693 CHF 98.64% 98.64%
08.11.2024 6.25% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 155'629 CHF 66'252 CHF 92.76% 92.76%
07.11.2024 5.58% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 174'476 CHF 73'791 CHF 98.10% 98.10%

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