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 45.87% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 25'307 CHF 4'031 CHF 99.38% 99.38%
19.11.2024 44.96% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 26'143 CHF 4'114 CHF 99.37% 99.37%
18.11.2024 34.34% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 36'239 CHF 5'124 CHF 99.22% 99.22%
15.11.2024 26.86% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 48'721 CHF 6'372 CHF 99.37% 99.37%
14.11.2024 20.34% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 66'459 CHF 8'146 CHF 99.38% 99.38%
13.11.2024 19.88% 0.05 CHF 0.06 CHF 1'500'000 150'000 1'500'000 150'000 68'076 CHF 8'308 CHF 99.38% 99.38%
12.11.2024 15.88% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 87'047 CHF 10'205 CHF 99.37% 99.37%
11.11.2024 13.88% 0.07 CHF 0.08 CHF 1'500'000 150'000 1'500'000 150'000 100'679 CHF 11'568 CHF 99.38% 99.38%
08.11.2024 16.12% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 85'652 CHF 10'065 CHF 99.37% 99.37%
07.11.2024 20.00% 0.06 CHF 0.07 CHF 1'500'000 150'000 1'500'000 150'000 68'823 CHF 8'382 CHF 99.29% 99.29%

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