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
26.11.2024 13.87% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 101'079 CHF 19'346 CHF 98.74% 98.74%
25.11.2024 13.29% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 105'432 CHF 20'072 CHF 98.82% 98.82%
22.11.2024 15.04% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 92'555 CHF 17'926 CHF 99.30% 99.30%
20.11.2024 13.34% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 105'294 CHF 20'049 CHF 99.38% 99.38%
19.11.2024 15.05% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 92'428 CHF 17'905 CHF 99.37% 99.37%
18.11.2024 14.70% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 94'985 CHF 18'331 CHF 99.38% 99.38%
15.11.2024 14.60% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 95'726 CHF 18'454 CHF 99.37% 99.37%
14.11.2024 15.64% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 88'634 CHF 17'272 CHF 99.38% 99.38%
13.11.2024 16.76% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 82'635 CHF 16'273 CHF 99.37% 99.37%
12.11.2024 13.35% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 104'967 CHF 19'995 CHF 99.15% 99.15%

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