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 6.88% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 140'454 CHF 75'227 CHF 99.11% 99.11%
19.11.2024 7.27% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 132'722 CHF 71'361 CHF 98.74% 98.74%
18.11.2024 6.85% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 140'976 CHF 75'488 CHF 99.02% 99.02%
15.11.2024 6.95% 0.14 CHF 0.15 CHF 1'000'000 500'000 1'000'000 500'000 139'079 CHF 74'539 CHF 99.66% 99.66%
14.11.2024 8.03% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 120'022 CHF 65'011 CHF 97.57% 97.57%
13.11.2024 9.46% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 100'829 CHF 55'415 CHF 99.34% 99.34%
12.11.2024 8.22% 0.10 CHF 0.11 CHF 1'000'000 500'000 1'000'000 500'000 116'982 CHF 63'491 CHF 93.10% 93.10%
11.11.2024 7.15% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 134'976 CHF 72'488 CHF 99.06% 99.06%
08.11.2024 7.12% 0.13 CHF 0.14 CHF 1'000'000 500'000 1'000'000 500'000 135'646 CHF 72'823 CHF 99.15% 99.15%
07.11.2024 6.12% 0.16 CHF 0.17 CHF 1'000'000 500'000 1'000'000 500'000 158'600 CHF 84'300 CHF 98.60% 98.60%

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