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 3.02% 0.29 CHF 0.30 CHF 1'000'000 400'000 1'000'000 400'000 326'447 CHF 134'579 CHF 98.89% 98.89%
19.11.2024 3.40% 0.35 CHF 0.36 CHF 1'000'000 400'000 1'000'000 400'000 289'989 CHF 119'996 CHF 88.42% 88.42%
18.11.2024 3.77% 0.26 CHF 0.27 CHF 1'000'000 400'000 1'000'000 400'000 260'682 CHF 108'273 CHF 97.36% 97.36%
15.11.2024 3.71% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 265'413 CHF 110'165 CHF 89.93% 89.93%
14.11.2024 2.40% 0.43 CHF 0.44 CHF 900'000 300'000 900'000 300'000 370'865 CHF 126'622 CHF 99.03% 99.03%
13.11.2024 2.99% 0.39 CHF 0.40 CHF 900'000 300'000 983'119 383'119 325'021 CHF 130'001 CHF 99.04% 99.04%
12.11.2024 2.88% 0.33 CHF 0.34 CHF 1'000'000 400'000 1'000'000 400'000 341'715 CHF 140'686 CHF 99.29% 99.29%
11.11.2024 2.68% 0.35 CHF 0.36 CHF 1'000'000 400'000 918'366 318'366 338'630 CHF 120'372 CHF 99.34% 99.34%
08.11.2024 2.56% 0.42 CHF 0.43 CHF 900'000 300'000 900'000 300'000 347'498 CHF 118'833 CHF 98.17% 98.17%
07.11.2024 3.05% 0.33 CHF 0.34 CHF 1'000'000 400'000 997'007 397'007 322'230 CHF 132'225 CHF 98.61% 98.61%

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