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 4.00% 0.22 CHF 0.23 CHF 1'000'000 500'000 1'000'000 409'723 245'469 CHF 104'476 CHF 99.09% 99.09%
19.11.2024 4.57% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 490'510 214'501 CHF 109'807 CHF 88.62% 88.62%
18.11.2024 5.10% 0.19 CHF 0.20 CHF 1'000'000 500'000 1'000'000 500'000 191'289 CHF 100'645 CHF 97.22% 97.22%
15.11.2024 5.04% 0.18 CHF 0.19 CHF 1'000'000 500'000 1'000'000 499'478 194'039 CHF 101'894 CHF 90.27% 90.27%
14.11.2024 3.14% 0.33 CHF 0.34 CHF 1'000'000 400'000 1'000'000 400'000 314'055 CHF 129'622 CHF 99.00% 99.00%
13.11.2024 4.02% 0.29 CHF 0.30 CHF 1'000'000 400'000 1'000'000 400'000 245'332 CHF 102'133 CHF 99.03% 99.03%
12.11.2024 3.85% 0.25 CHF 0.26 CHF 1'000'000 400'000 1'000'000 400'000 254'551 CHF 105'820 CHF 99.31% 99.31%
11.11.2024 3.57% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 400'000 275'461 CHF 114'184 CHF 99.34% 99.34%
08.11.2024 3.39% 0.32 CHF 0.33 CHF 1'000'000 400'000 1'000'000 400'000 290'345 CHF 120'138 CHF 98.18% 98.18%
07.11.2024 4.09% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 239'672 CHF 99'869 CHF 98.52% 98.52%

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