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 7.74% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 500'000 124'517 CHF 67'259 CHF 99.17% 99.17%
19.11.2024 7.60% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 126'947 CHF 68'474 CHF 99.16% 99.16%
18.11.2024 6.86% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 140'737 CHF 75'368 CHF 99.22% 99.22%
15.11.2024 6.37% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 459'537 152'232 CHF 74'378 CHF 99.17% 99.17%
14.11.2024 6.19% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 430'953 156'776 CHF 71'648 CHF 99.15% 99.15%
13.11.2024 6.41% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 478'690 151'155 CHF 76'953 CHF 99.16% 99.16%
12.11.2024 5.98% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 434'516 162'536 CHF 74'703 CHF 99.16% 99.16%
11.11.2024 5.28% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 184'706 CHF 77'883 CHF 99.16% 99.16%
08.11.2024 5.32% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 183'273 CHF 77'309 CHF 99.16% 99.16%
07.11.2024 4.64% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 210'684 CHF 88'274 CHF 98.25% 98.25%

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