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 4.76% 0.20 CHF 0.21 CHF 1'000'000 400'000 910'872 310'872 187'015 CHF 66'897 CHF 99.26% 99.26%
19.11.2024 5.04% 0.21 CHF 0.22 CHF 900'000 300'000 978'220 378'220 189'510 CHF 76'827 CHF 99.07% 99.07%
18.11.2024 4.55% 0.22 CHF 0.23 CHF 900'000 300'000 900'000 300'000 193'358 CHF 67'453 CHF 98.90% 98.90%
15.11.2024 4.60% 0.22 CHF 0.23 CHF 900'000 300'000 925'738 325'738 196'966 CHF 72'279 CHF 99.44% 99.44%
14.11.2024 5.60% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 175'035 CHF 74'014 CHF 97.64% 97.64%
13.11.2024 6.91% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 140'044 CHF 60'018 CHF 99.38% 99.38%
12.11.2024 5.93% 0.14 CHF 0.15 CHF 1'000'000 400'000 1'000'000 400'000 164'406 CHF 69'762 CHF 93.10% 93.10%
11.11.2024 4.84% 0.20 CHF 0.21 CHF 1'000'000 400'000 957'111 357'111 192'925 CHF 75'419 CHF 99.06% 99.06%
08.11.2024 4.83% 0.20 CHF 0.21 CHF 900'000 300'000 949'432 349'432 191'797 CHF 73'933 CHF 99.32% 99.32%
07.11.2024 4.06% 0.25 CHF 0.26 CHF 900'000 300'000 933'478 333'478 225'294 CHF 83'523 CHF 98.61% 98.61%

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