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 11.73% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 122'659 CHF 13'766 CHF 99.37% 99.37%
19.11.2024 10.71% 0.09 CHF 0.10 CHF 1'500'000 250'000 1'500'000 250'000 133'020 CHF 24'670 CHF 99.38% 99.38%
18.11.2024 12.44% 0.08 CHF 0.09 CHF 1'500'000 250'000 1'500'000 250'000 113'638 CHF 21'440 CHF 99.26% 99.26%
15.11.2024 13.49% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 103'955 CHF 19'826 CHF 99.38% 99.38%
14.11.2024 12.54% 0.08 CHF 0.09 CHF 1'500'000 250'000 1'500'000 250'000 112'641 CHF 21'274 CHF 99.37% 99.37%
13.11.2024 12.76% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 110'804 CHF 20'967 CHF 99.37% 99.37%
12.11.2024 9.16% 0.10 CHF 0.11 CHF 1'500'000 250'000 1'500'000 250'000 156'610 CHF 28'602 CHF 99.37% 99.37%
11.11.2024 6.81% 0.14 CHF 0.15 CHF 1'500'000 250'000 1'500'000 250'000 213'222 CHF 38'037 CHF 99.38% 99.38%
08.11.2024 6.37% 0.15 CHF 0.16 CHF 1'500'000 250'000 1'500'000 250'000 228'299 CHF 40'550 CHF 99.38% 99.38%
07.11.2024 5.72% 0.15 CHF 0.16 CHF 1'500'000 250'000 1'500'000 250'000 255'691 CHF 45'115 CHF 98.37% 98.37%

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