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 37.75% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 32'952 CHF 6'394 CHF 99.38% 99.38%
19.11.2024 39.86% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'185 CHF 6'025 CHF 99.37% 99.37%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.22% 99.22%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 98.96% 98.96%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.37% 99.37%
13.11.2024 57.93% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 19'917 CHF 4'656 CHF 99.37% 99.37%
12.11.2024 29.31% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 44'033 CHF 7'871 CHF 99.38% 99.38%
11.11.2024 34.63% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 37'054 CHF 6'941 CHF 99.38% 99.38%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 30'000 CHF 6'000 CHF 99.37% 99.37%
07.11.2024 44.59% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 27'420 CHF 5'656 CHF 99.29% 99.29%

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