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 123.84% 0.00 CHF 0.01 CHF 1'500'000 150'000 1'500'000 150'000 5'115 CHF 2'012 CHF 99.38% 99.38%
19.11.2024 107.18% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 6'554 CHF 2'155 CHF 99.37% 99.37%
18.11.2024 65.95% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 15'496 CHF 3'050 CHF 99.23% 99.23%
15.11.2024 46.00% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 25'622 CHF 4'062 CHF 99.37% 99.37%
14.11.2024 24.70% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 53'977 CHF 6'898 CHF 99.37% 99.37%
13.11.2024 23.33% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 57'006 CHF 7'201 CHF 99.37% 99.37%
12.11.2024 15.60% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 88'864 CHF 10'386 CHF 99.37% 99.37%
11.11.2024 11.85% 0.08 CHF 0.09 CHF 1'500'000 150'000 1'500'000 150'000 119'527 CHF 13'453 CHF 99.38% 99.38%
08.11.2024 16.28% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 84'997 CHF 10'000 CHF 99.37% 99.37%
07.11.2024 20.99% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 66'015 CHF 8'101 CHF 99.29% 99.29%

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