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 5.83% 0.22 CHF 0.23 CHF 900'000 300'000 982'972 382'972 164'363 CHF 67'534 CHF 98.89% 98.89%
19.11.2024 4.97% 0.15 CHF 0.16 CHF 1'000'000 400'000 909'001 309'001 179'179 CHF 63'785 CHF 88.38% 88.38%
18.11.2024 3.68% 0.26 CHF 0.27 CHF 900'000 300'000 893'210 297'737 238'552 CHF 82'495 CHF 97.17% 97.17%
15.11.2024 3.96% 0.30 CHF 0.31 CHF 750'000 250'000 877'737 292'924 218'011 CHF 75'669 CHF 89.66% 89.66%
14.11.2024 8.84% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 108'804 CHF 59'402 CHF 99.01% 99.01%
13.11.2024 6.18% 0.12 CHF 0.13 CHF 1'000'000 500'000 1'000'000 415'895 158'879 CHF 69'686 CHF 99.05% 99.05%
12.11.2024 6.38% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 151'755 CHF 64'702 CHF 99.32% 99.32%
11.11.2024 7.68% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 454'076 126'147 CHF 61'366 CHF 99.34% 99.34%
08.11.2024 9.09% 0.09 CHF 0.10 CHF 1'000'000 500'000 1'000'000 495'189 106'040 CHF 57'395 CHF 98.17% 98.17%
07.11.2024 6.21% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 156'801 CHF 66'720 CHF 98.63% 98.63%

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