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 11.12% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 184'159 130'200 CHF 17'592 CHF 99.37% 99.37%
19.11.2024 10.26% 0.10 CHF 0.11 CHF 1'500'000 150'000 1'500'000 187'508 139'984 CHF 19'201 CHF 99.37% 99.37%
18.11.2024 8.65% 0.11 CHF 0.12 CHF 1'500'000 150'000 1'500'000 155'795 168'192 CHF 18'915 CHF 99.23% 99.23%
15.11.2024 6.69% 0.13 CHF 0.14 CHF 1'500'000 150'000 1'500'000 150'000 217'155 CHF 23'216 CHF 99.37% 99.37%
14.11.2024 6.29% 0.15 CHF 0.16 CHF 1'500'000 150'000 1'500'000 150'000 231'171 CHF 24'617 CHF 99.38% 99.38%
13.11.2024 6.38% 0.15 CHF 0.16 CHF 1'500'000 150'000 1'500'000 150'000 227'684 CHF 24'268 CHF 99.37% 99.37%
12.11.2024 5.72% 0.16 CHF 0.17 CHF 1'500'000 150'000 1'500'000 150'000 254'952 CHF 26'995 CHF 99.37% 99.37%
11.11.2024 4.90% 0.20 CHF 0.21 CHF 1'500'000 150'000 1'500'000 150'000 299'290 CHF 31'429 CHF 99.37% 99.37%
08.11.2024 5.07% 0.19 CHF 0.20 CHF 1'500'000 150'000 1'500'000 150'000 288'361 CHF 30'336 CHF 99.38% 99.38%
07.11.2024 4.73% 0.20 CHF 0.21 CHF 1'500'000 150'000 1'500'000 150'000 309'507 CHF 32'451 CHF 99.28% 99.28%

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