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 7.27% 0.13 CHF 0.14 CHF 1'000'000 400'000 933'156 333'156 123'662 CHF 47'426 CHF 99.36% 99.36%
19.11.2024 7.00% 0.13 CHF 0.14 CHF 1'000'000 400'000 929'401 329'401 128'167 CHF 48'559 CHF 99.57% 99.57%
18.11.2024 7.25% 0.13 CHF 0.14 CHF 900'000 300'000 944'698 344'698 125'590 CHF 49'184 CHF 99.39% 99.39%
15.11.2024 7.10% 0.13 CHF 0.14 CHF 1'000'000 400'000 936'643 336'643 127'253 CHF 48'926 CHF 99.40% 99.40%
14.11.2024 5.32% 0.19 CHF 0.20 CHF 750'000 250'000 832'071 277'357 152'128 CHF 53'483 CHF 97.92% 97.92%
13.11.2024 5.15% 0.19 CHF 0.20 CHF 750'000 250'000 779'266 259'755 147'370 CHF 51'721 CHF 99.37% 99.37%
12.11.2024 4.68% 0.21 CHF 0.22 CHF 750'000 250'000 750'000 250'000 156'573 CHF 54'691 CHF 98.95% 98.95%
11.11.2024 4.24% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 173'379 CHF 60'293 CHF 99.37% 99.37%
08.11.2024 4.20% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 174'819 CHF 60'773 CHF 93.13% 93.13%
07.11.2024 4.28% 0.23 CHF 0.24 CHF 750'000 250'000 750'000 250'000 171'725 CHF 59'742 CHF 98.60% 98.60%

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