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 38.49% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 31'977 CHF 4'698 CHF 99.38% 99.38%
19.11.2024 41.17% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 29'935 CHF 4'493 CHF 99.38% 99.38%
18.11.2024 35.73% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 35'604 CHF 5'060 CHF 99.26% 99.26%
15.11.2024 40.57% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 29'678 CHF 4'468 CHF 99.38% 99.38%
14.11.2024 60.44% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 18'501 CHF 3'350 CHF 99.38% 99.38%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 15'000 CHF 3'000 CHF 99.37% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 15'000 CHF 3'000 CHF 99.38% 99.38%
11.11.2024 50.33% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 24'192 CHF 3'919 CHF 99.38% 99.38%
08.11.2024 30.80% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 42'072 CHF 5'707 CHF 99.38% 99.38%
07.11.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'000 CHF 6'000 CHF 98.38% 98.38%

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