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 32.71% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 39'562 CHF 9'094 CHF 99.38% 99.38%
19.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.37% 99.37%
18.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.38% 99.38%
15.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.36% 99.36%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.38% 99.38%
13.11.2024 44.12% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 27'683 CHF 7'114 CHF 99.37% 99.37%
12.11.2024 39.32% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'895 CHF 7'649 CHF 99.16% 99.16%
11.11.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 45'000 CHF 10'000 CHF 99.38% 99.38%
08.11.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 45'000 CHF 10'000 CHF 99.38% 99.38%
07.11.2024 24.52% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 54'578 CHF 11'596 CHF 98.58% 98.58%

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