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 7.01% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 137'873 CHF 73'937 CHF 99.42% 99.42%
19.11.2024 7.48% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 128'745 CHF 69'372 CHF 96.72% 96.72%
18.11.2024 7.41% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 129'997 CHF 69'999 CHF 97.67% 97.67%
15.11.2024 6.60% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 147'335 CHF 78'668 CHF 96.54% 96.54%
14.11.2024 5.34% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 182'470 CHF 76'988 CHF 99.40% 99.40%
13.11.2024 5.99% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 410'001 162'097 CHF 70'536 CHF 98.89% 98.89%
12.11.2024 6.02% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 405'338 161'256 CHF 69'410 CHF 99.37% 99.37%
11.11.2024 5.28% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 184'552 CHF 77'821 CHF 99.37% 99.37%
08.11.2024 4.83% 0.19 CHF 0.20 CHF 1'000'000 400'000 1'000'000 400'000 202'338 CHF 84'935 CHF 99.34% 99.34%
07.11.2024 4.70% 0.20 CHF 0.21 CHF 1'000'000 400'000 1'000'000 400'000 208'041 CHF 87'216 CHF 98.63% 98.63%

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