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 6.22% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 156'144 CHF 83'072 CHF 99.09% 99.09%
19.11.2024 7.57% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 500'000 128'119 CHF 69'059 CHF 88.41% 88.41%
18.11.2024 8.66% 0.11 CHF 0.12 CHF 1'000'000 500'000 1'000'000 500'000 110'618 CHF 60'309 CHF 97.38% 97.38%
15.11.2024 8.66% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 111'227 CHF 60'613 CHF 89.79% 89.79%
14.11.2024 4.49% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 218'157 CHF 91'263 CHF 99.03% 99.03%
13.11.2024 6.13% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 483'626 159'399 CHF 81'393 CHF 98.70% 98.70%
12.11.2024 5.86% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 165'895 CHF 87'948 CHF 99.31% 99.31%
11.11.2024 5.32% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 445'288 183'120 CHF 85'712 CHF 99.34% 99.34%
08.11.2024 5.01% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 401'494 195'282 CHF 82'397 CHF 98.16% 98.16%
07.11.2024 6.48% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 499'404 149'951 CHF 79'862 CHF 98.64% 98.64%

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