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 5.79% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 167'789 CHF 88'894 CHF 99.41% 99.41%
19.11.2024 6.10% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 158'930 CHF 84'465 CHF 96.75% 96.75%
18.11.2024 6.06% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 160'133 CHF 85'067 CHF 97.76% 97.76%
15.11.2024 5.35% 0.17 CHF 0.18 CHF 1'000'000 500'000 1'000'000 432'149 182'633 CHF 82'768 CHF 96.60% 96.60%
14.11.2024 4.48% 0.22 CHF 0.23 CHF 1'000'000 400'000 1'000'000 400'000 218'451 CHF 91'381 CHF 99.38% 99.38%
13.11.2024 4.91% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 198'578 CHF 83'431 CHF 98.90% 98.90%
12.11.2024 4.88% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 199'761 CHF 83'904 CHF 99.38% 99.38%
11.11.2024 4.48% 0.21 CHF 0.22 CHF 1'000'000 400'000 1'000'000 400'000 218'377 CHF 91'351 CHF 99.38% 99.38%
08.11.2024 4.10% 0.23 CHF 0.24 CHF 1'000'000 400'000 1'000'000 400'000 238'995 CHF 99'598 CHF 99.35% 99.35%
07.11.2024 4.09% 0.24 CHF 0.25 CHF 1'000'000 400'000 1'000'000 400'000 239'311 CHF 99'724 CHF 98.66% 98.66%

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