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 5.36% 0.20 CHF 0.21 CHF 1'000'000 100'000 1'000'000 100'000 182'626 CHF 19'263 CHF 99.38% 99.38%
19.11.2024 5.08% 0.19 CHF 0.20 CHF 1'000'000 100'000 1'000'000 100'000 192'461 CHF 20'246 CHF 99.37% 99.37%
18.11.2024 6.05% 0.21 CHF 0.22 CHF 1'000'000 100'000 1'000'000 110'368 163'020 CHF 18'879 CHF 99.37% 99.37%
15.11.2024 8.03% 0.14 CHF 0.15 CHF 1'000'000 150'000 1'000'000 150'000 120'167 CHF 19'525 CHF 99.34% 99.34%
14.11.2024 10.38% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 91'423 CHF 15'214 CHF 99.37% 99.37%
13.11.2024 9.59% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 99'624 CHF 16'444 CHF 99.38% 99.38%
12.11.2024 9.10% 0.11 CHF 0.12 CHF 1'000'000 150'000 1'000'000 150'000 105'584 CHF 17'338 CHF 99.15% 99.15%
11.11.2024 9.60% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 99'528 CHF 16'429 CHF 99.13% 99.13%
08.11.2024 9.49% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 150'000 100'440 CHF 16'566 CHF 99.38% 99.38%
07.11.2024 9.78% 0.10 CHF 0.11 CHF 1'000'000 150'000 1'000'000 151'103 97'440 CHF 16'226 CHF 98.56% 98.56%

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