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 10.34% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 137'954 CHF 20'394 CHF 99.37% 99.37%
19.11.2024 9.50% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 150'429 CHF 22'057 CHF 99.37% 99.37%
18.11.2024 10.46% 0.10 CHF 0.11 CHF 1'500'000 200'000 1'500'000 200'000 136'097 CHF 20'146 CHF 99.22% 99.22%
15.11.2024 10.49% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 135'557 CHF 20'074 CHF 98.96% 98.96%
14.11.2024 10.90% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 130'468 CHF 19'396 CHF 99.37% 99.37%
13.11.2024 12.41% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 114'009 CHF 17'201 CHF 99.37% 99.37%
12.11.2024 8.97% 0.10 CHF 0.11 CHF 1'500'000 200'000 1'500'000 200'000 160'035 CHF 23'338 CHF 99.37% 99.37%
11.11.2024 9.18% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 156'342 CHF 22'846 CHF 99.38% 99.38%
08.11.2024 10.45% 0.10 CHF 0.11 CHF 1'500'000 200'000 1'500'000 200'000 136'194 CHF 20'159 CHF 99.38% 99.38%
07.11.2024 11.43% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 124'524 CHF 18'603 CHF 99.28% 99.28%

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