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 53.07% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 25'001 CHF 4'000 CHF 98.68% 98.68%
19.11.2024 30.99% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 42'370 CHF 5'737 CHF 99.38% 99.38%
18.11.2024 22.94% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 59'400 CHF 7'440 CHF 99.25% 99.25%
15.11.2024 24.50% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 54'610 CHF 6'961 CHF 99.38% 99.38%
14.11.2024 28.08% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 47'017 CHF 6'202 CHF 99.37% 99.37%
13.11.2024 32.36% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 40'029 CHF 5'503 CHF 99.38% 99.38%
12.11.2024 25.71% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 51'757 CHF 6'676 CHF 99.38% 99.38%
11.11.2024 22.79% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 59'101 CHF 7'410 CHF 99.38% 99.38%
08.11.2024 26.36% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 51'585 CHF 6'659 CHF 99.38% 99.38%
07.11.2024 21.39% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 63'302 CHF 7'830 CHF 98.38% 98.38%

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