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 4.18% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 234'881 CHF 97'952 CHF 98.91% 98.91%
19.11.2024 4.91% 0.25 CHF 0.26 CHF 1'000'000 400'000 1'000'000 400'000 199'555 CHF 83'822 CHF 88.42% 88.42%
18.11.2024 5.62% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 485'534 173'130 CHF 88'816 CHF 97.44% 97.44%
15.11.2024 5.53% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 428'556 176'864 CHF 79'589 CHF 89.90% 89.90%
14.11.2024 3.12% 0.33 CHF 0.34 CHF 900'000 300'000 903'798 303'798 285'874 CHF 99'089 CHF 99.03% 99.03%
13.11.2024 4.08% 0.29 CHF 0.30 CHF 1'000'000 400'000 999'951 399'951 241'902 CHF 100'751 CHF 98.67% 98.67%
12.11.2024 3.92% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 250'288 CHF 104'115 CHF 99.31% 99.31%
11.11.2024 3.57% 0.26 CHF 0.27 CHF 1'000'000 400'000 996'116 396'116 274'359 CHF 113'028 CHF 99.33% 99.33%
08.11.2024 3.39% 0.32 CHF 0.33 CHF 900'000 300'000 950'999 350'999 275'921 CHF 104'931 CHF 98.18% 98.18%
07.11.2024 4.25% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 230'803 CHF 96'321 CHF 98.57% 98.57%

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