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 17.11% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 80'747 CHF 12'766 CHF 99.38% 99.38%
19.11.2024 16.57% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 83'633 CHF 13'151 CHF 99.37% 99.37%
18.11.2024 18.85% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 72'504 CHF 11'667 CHF 99.22% 99.22%
15.11.2024 18.97% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 72'077 CHF 11'610 CHF 98.96% 98.96%
14.11.2024 18.18% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 75'000 CHF 12'000 CHF 99.37% 99.37%
13.11.2024 23.67% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 56'846 CHF 9'579 CHF 99.37% 99.37%
12.11.2024 15.50% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 89'359 CHF 13'915 CHF 99.38% 99.38%
11.11.2024 16.42% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 84'455 CHF 13'261 CHF 99.37% 99.37%
08.11.2024 18.18% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 74'995 CHF 11'999 CHF 99.37% 99.37%
07.11.2024 20.90% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 64'893 CHF 10'653 CHF 99.29% 99.29%

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