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 6.38% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 458'296 152'059 CHF 73'996 CHF 97.24% 97.24%
19.11.2024 6.08% 0.16 CHF 0.17 CHF 1'000'000 400'000 1'000'000 400'000 159'424 CHF 67'770 CHF 95.74% 95.74%
18.11.2024 5.93% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 163'896 CHF 69'558 CHF 92.38% 92.38%
15.11.2024 5.68% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 171'222 CHF 72'489 CHF 93.23% 93.23%
14.11.2024 5.83% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 166'980 CHF 70'792 CHF 98.80% 98.80%
13.11.2024 6.45% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 488'506 150'000 CHF 78'161 CHF 94.99% 94.99%
12.11.2024 5.97% 0.15 CHF 0.16 CHF 1'000'000 500'000 1'000'000 402'955 162'666 CHF 69'539 CHF 98.91% 98.91%
11.11.2024 5.50% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 177'011 CHF 74'804 CHF 92.92% 92.92%
08.11.2024 5.52% 0.17 CHF 0.18 CHF 1'000'000 400'000 1'000'000 400'000 176'227 CHF 74'491 CHF 97.07% 97.07%
07.11.2024 5.34% 0.18 CHF 0.19 CHF 1'000'000 400'000 1'000'000 400'000 182'529 CHF 77'011 CHF 98.82% 98.82%

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