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 8.84% 0.11 CHF 0.12 CHF 1'000'000 400'000 1'000'000 400'000 108'220 CHF 47'288 CHF 99.42% 99.42%
19.11.2024 8.88% 0.11 CHF 0.12 CHF 1'000'000 400'000 995'483 395'483 107'333 CHF 46'590 CHF 96.70% 96.70%
18.11.2024 7.45% 0.12 CHF 0.13 CHF 900'000 300'000 900'000 300'000 116'399 CHF 41'800 CHF 97.73% 97.73%
15.11.2024 6.33% 0.13 CHF 0.14 CHF 900'000 300'000 899'862 299'954 137'998 CHF 48'999 CHF 96.49% 96.49%
14.11.2024 6.30% 0.16 CHF 0.17 CHF 750'000 250'000 893'212 297'737 137'370 CHF 48'768 CHF 99.36% 99.36%
13.11.2024 6.13% 0.15 CHF 0.16 CHF 900'000 300'000 886'385 295'462 140'123 CHF 49'662 CHF 98.91% 98.91%
12.11.2024 5.50% 0.17 CHF 0.18 CHF 750'000 250'000 750'000 249'984 132'715 CHF 46'735 CHF 99.28% 99.28%
11.11.2024 5.91% 0.18 CHF 0.19 CHF 750'000 250'000 810'921 270'307 133'215 CHF 47'108 CHF 99.37% 99.37%
08.11.2024 6.69% 0.17 CHF 0.18 CHF 750'000 250'000 876'048 292'016 126'536 CHF 45'099 CHF 99.35% 99.35%
07.11.2024 6.87% 0.14 CHF 0.15 CHF 900'000 300'000 900'000 300'000 126'623 CHF 45'208 CHF 98.75% 98.75%

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