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 22.00% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 61'834 CHF 12'806 CHF 99.38% 99.38%
19.11.2024 37.21% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 33'657 CHF 8'109 CHF 99.37% 99.37%
18.11.2024 30.67% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 43'933 CHF 9'822 CHF 99.38% 99.38%
15.11.2024 25.14% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 53'768 CHF 11'461 CHF 99.36% 99.36%
14.11.2024 28.41% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 45'871 CHF 10'145 CHF 99.38% 99.38%
13.11.2024 48.77% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 25'069 CHF 6'678 CHF 99.38% 99.38%
12.11.2024 36.90% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 34'135 CHF 8'189 CHF 99.16% 99.16%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 45'000 CHF 10'000 CHF 99.38% 99.38%
08.11.2024 28.78% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 44'732 CHF 9'955 CHF 99.37% 99.37%
07.11.2024 25.09% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 53'323 CHF 11'387 CHF 98.58% 98.58%

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