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 7.72% 0.13 CHF 0.14 CHF 1'000'000 400'000 1'000'000 400'000 124'833 CHF 53'933 CHF 99.36% 99.36%
19.11.2024 8.01% 0.12 CHF 0.13 CHF 1'000'000 400'000 1'000'000 414'356 120'210 CHF 53'807 CHF 96.68% 96.68%
18.11.2024 6.24% 0.12 CHF 0.13 CHF 1'000'000 400'000 965'880 366'498 151'947 CHF 60'837 CHF 97.57% 97.57%
15.11.2024 6.01% 0.18 CHF 0.19 CHF 900'000 300'000 979'975 379'975 158'726 CHF 65'093 CHF 96.52% 96.52%
14.11.2024 6.34% 0.17 CHF 0.18 CHF 1'000'000 400'000 995'772 395'772 152'167 CHF 64'385 CHF 99.35% 99.35%
13.11.2024 6.28% 0.15 CHF 0.16 CHF 1'000'000 400'000 1'000'000 400'000 154'361 CHF 65'745 CHF 99.36% 99.36%
12.11.2024 6.12% 0.17 CHF 0.18 CHF 1'000'000 400'000 995'178 395'178 157'726 CHF 66'540 CHF 99.39% 99.39%
11.11.2024 5.85% 0.17 CHF 0.18 CHF 1'000'000 400'000 966'888 366'888 160'557 CHF 64'481 CHF 99.32% 99.32%
08.11.2024 5.40% 0.17 CHF 0.18 CHF 900'000 300'000 910'726 310'726 164'139 CHF 59'002 CHF 99.31% 99.31%
07.11.2024 4.10% 0.19 CHF 0.20 CHF 900'000 300'000 782'258 260'753 187'122 CHF 64'982 CHF 98.48% 98.48%

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