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 18.81% 0.05 CHF 0.06 CHF 300'000 100'000 300'000 100'000 14'459 CHF 5'820 CHF 99.38% 99.38%
19.11.2024 20.41% 0.04 CHF 0.05 CHF 300'000 100'000 300'000 100'000 13'230 CHF 5'410 CHF 99.37% 99.37%
18.11.2024 17.63% 0.05 CHF 0.06 CHF 300'000 100'000 300'000 100'000 15'561 CHF 6'187 CHF 99.23% 99.23%
15.11.2024 14.67% 0.06 CHF 0.07 CHF 300'000 100'000 300'000 100'000 18'960 CHF 7'320 CHF 99.37% 99.37%
14.11.2024 13.51% 0.07 CHF 0.08 CHF 300'000 100'000 300'000 100'000 20'704 CHF 7'901 CHF 99.38% 99.38%
13.11.2024 15.51% 0.07 CHF 0.08 CHF 300'000 100'000 300'000 100'000 17'871 CHF 6'957 CHF 99.37% 99.37%
12.11.2024 14.41% 0.06 CHF 0.07 CHF 1'500'000 100'000 1'500'000 100'000 96'699 CHF 7'447 CHF 99.38% 99.38%
11.11.2024 12.91% 0.07 CHF 0.08 CHF 1'500'000 100'000 1'500'000 100'000 108'758 CHF 8'251 CHF 99.37% 99.37%
08.11.2024 13.77% 0.07 CHF 0.08 CHF 1'500'000 100'000 1'500'000 100'000 101'568 CHF 7'771 CHF 99.38% 99.38%
07.11.2024 12.67% 0.07 CHF 0.08 CHF 1'500'000 100'000 1'500'000 100'000 110'961 CHF 8'397 CHF 99.29% 99.29%

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