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 31.37% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 41'587 CHF 7'545 CHF 99.38% 99.38%
19.11.2024 23.17% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 57'752 CHF 9'700 CHF 99.37% 99.37%
18.11.2024 27.95% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 46'473 CHF 8'196 CHF 99.22% 99.22%
15.11.2024 24.86% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 53'758 CHF 9'168 CHF 98.96% 98.96%
14.11.2024 27.05% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 48'592 CHF 8'479 CHF 99.38% 99.38%
13.11.2024 38.41% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 32'081 CHF 6'277 CHF 99.38% 99.38%
12.11.2024 17.61% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 78'151 CHF 12'420 CHF 99.37% 99.37%
11.11.2024 18.70% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 73'749 CHF 11'833 CHF 99.38% 99.38%
08.11.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 60'000 CHF 10'000 CHF 99.37% 99.37%
07.11.2024 26.95% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 48'976 CHF 8'530 CHF 99.30% 99.30%

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