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 5.36% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 181'849 CHF 95'925 CHF 98.90% 98.90%
19.11.2024 6.16% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 157'934 CHF 83'967 CHF 87.24% 87.24%
18.11.2024 6.90% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 140'009 CHF 75'004 CHF 97.31% 97.31%
15.11.2024 6.88% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 141'097 CHF 75'549 CHF 90.12% 90.12%
14.11.2024 4.17% 0.25 CHF 0.26 CHF 1'000'000 400'000 1'000'000 480'434 235'484 CHF 117'563 CHF 99.03% 99.03%
13.11.2024 5.45% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 500'000 179'680 CHF 94'840 CHF 99.02% 99.02%
12.11.2024 5.15% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 189'297 CHF 99'648 CHF 99.32% 99.32%
11.11.2024 4.81% 0.20 CHF 0.21 CHF 1'000'000 500'000 1'000'000 500'000 203'288 CHF 106'644 CHF 99.32% 99.32%
08.11.2024 4.56% 0.23 CHF 0.24 CHF 1'000'000 500'000 1'000'000 491'099 214'844 CHF 110'190 CHF 98.16% 98.16%
07.11.2024 5.53% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 500'000 176'256 CHF 93'128 CHF 98.67% 98.67%

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