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 6.30% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 154'110 CHF 65'644 CHF 99.36% 99.36%
19.11.2024 5.90% 0.16 CHF 0.17 CHF 1'000'000 400'000 991'046 391'046 163'470 CHF 68'260 CHF 96.70% 96.70%
18.11.2024 5.11% 0.19 CHF 0.20 CHF 900'000 300'000 909'641 309'641 173'491 CHF 62'133 CHF 97.50% 97.50%
15.11.2024 5.33% 0.19 CHF 0.20 CHF 900'000 300'000 963'515 363'515 176'094 CHF 69'937 CHF 96.05% 96.05%
14.11.2024 5.78% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 168'143 CHF 71'257 CHF 99.30% 99.30%
13.11.2024 5.93% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 163'915 CHF 69'566 CHF 98.73% 98.73%
12.11.2024 5.57% 0.16 CHF 0.17 CHF 1'000'000 400'000 978'253 378'253 171'014 CHF 69'815 CHF 99.38% 99.38%
11.11.2024 5.14% 0.20 CHF 0.21 CHF 900'000 300'000 901'734 301'734 171'187 CHF 60'288 CHF 99.36% 99.36%
08.11.2024 5.86% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 165'891 CHF 70'356 CHF 98.24% 98.24%
07.11.2024 5.22% 0.17 CHF 0.18 CHF 900'000 300'000 900'867 300'867 168'670 CHF 59'329 CHF 98.64% 98.64%

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