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 6.81% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 142'059 CHF 76'030 CHF 99.07% 99.07%
19.11.2024 7.01% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 137'844 CHF 73'922 CHF 97.21% 97.21%
18.11.2024 7.43% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 130'208 CHF 70'104 CHF 98.47% 98.47%
15.11.2024 7.50% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 128'485 CHF 69'242 CHF 97.81% 97.81%
14.11.2024 6.33% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 500'000 153'121 CHF 81'561 CHF 95.99% 95.99%
13.11.2024 5.70% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 419'392 170'483 CHF 75'615 CHF 97.69% 97.69%
12.11.2024 5.06% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 192'592 CHF 81'037 CHF 93.55% 93.55%
11.11.2024 4.90% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 199'502 CHF 83'801 CHF 99.35% 99.35%
08.11.2024 4.47% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 218'805 CHF 91'522 CHF 96.68% 96.68%
07.11.2024 4.87% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 200'451 CHF 84'180 CHF 98.00% 98.00%

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