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 5.69% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 170'712 CHF 72'285 CHF 99.36% 99.36%
19.11.2024 6.04% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 160'936 CHF 68'374 CHF 96.69% 96.69%
18.11.2024 5.09% 0.16 CHF 0.17 CHF 1'000'000 400'000 999'718 399'718 193'556 CHF 81'381 CHF 97.57% 97.57%
15.11.2024 4.92% 0.22 CHF 0.23 CHF 1'000'000 400'000 996'895 396'895 198'241 CHF 82'837 CHF 96.61% 96.61%
14.11.2024 5.10% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 191'282 CHF 80'513 CHF 99.36% 99.36%
13.11.2024 5.12% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 190'292 CHF 80'117 CHF 99.39% 99.39%
12.11.2024 5.04% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 193'409 CHF 81'364 CHF 99.36% 99.36%
11.11.2024 4.77% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 204'730 CHF 85'892 CHF 99.31% 99.31%
08.11.2024 4.52% 0.20 CHF 0.21 CHF 1'000'000 400'000 968'978 368'978 209'852 CHF 83'534 CHF 99.32% 99.32%
07.11.2024 3.61% 0.23 CHF 0.24 CHF 900'000 300'000 897'093 299'031 245'536 CHF 84'836 CHF 98.50% 98.50%

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