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 5.84% 0.16 CHF 0.17 CHF 1'000'000 400'000 976'234 376'234 162'260 CHF 66'242 CHF 99.69% 99.69%
19.11.2024 5.96% 0.17 CHF 0.18 CHF 1'000'000 400'000 985'555 385'555 160'610 CHF 66'615 CHF 99.25% 99.25%
18.11.2024 5.64% 0.18 CHF 0.19 CHF 900'000 300'000 929'817 329'817 160'256 CHF 60'096 CHF 99.24% 99.24%
15.11.2024 5.82% 0.17 CHF 0.18 CHF 900'000 300'000 961'381 361'381 160'597 CHF 63'830 CHF 99.41% 99.41%
14.11.2024 6.44% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 150'384 CHF 64'154 CHF 97.52% 97.52%
13.11.2024 7.94% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 121'466 CHF 52'586 CHF 99.37% 99.37%
12.11.2024 7.07% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 400'000 136'881 CHF 58'752 CHF 98.58% 98.58%
11.11.2024 6.20% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 156'381 CHF 66'553 CHF 99.37% 99.37%
08.11.2024 6.04% 0.15 CHF 0.16 CHF 1'000'000 400'000 984'949 384'949 158'170 CHF 65'553 CHF 93.13% 93.13%
07.11.2024 5.41% 0.18 CHF 0.19 CHF 900'000 300'000 900'000 300'000 161'825 CHF 56'942 CHF 98.59% 98.59%

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