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 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%
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 99.38% 99.38%
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 99.37% 99.37%
15.11.2024 40.21% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 29'879 CHF 7'480 CHF 99.36% 99.36%
14.11.2024 43.21% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 28'193 CHF 7'199 CHF 99.38% 99.38%
13.11.2024 53.44% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 22'442 CHF 6'240 CHF 99.37% 99.37%
12.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.15% 99.15%
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 26.82% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 49'364 CHF 10'727 CHF 98.58% 98.58%

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