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 16.42% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 84'442 CHF 13'259 CHF 99.38% 99.38%
19.11.2024 16.32% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 85'423 CHF 13'390 CHF 99.37% 99.37%
18.11.2024 13.95% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 100'558 CHF 15'408 CHF 99.23% 99.23%
15.11.2024 10.86% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 132'031 CHF 19'604 CHF 98.94% 98.94%
14.11.2024 11.59% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 122'183 CHF 18'291 CHF 99.37% 99.37%
13.11.2024 10.60% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 135'366 CHF 20'049 CHF 99.37% 99.37%
12.11.2024 10.08% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 142'155 CHF 20'954 CHF 99.37% 99.37%
11.11.2024 8.63% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 166'801 CHF 24'240 CHF 99.38% 99.38%
08.11.2024 9.05% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 158'690 CHF 23'159 CHF 99.36% 99.36%
07.11.2024 8.42% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 171'479 CHF 24'864 CHF 99.28% 99.28%

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