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 55.92% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 22'104 CHF 3'710 CHF 98.68% 98.68%
19.11.2024 63.92% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 16'544 CHF 3'154 CHF 99.38% 99.38%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 15'000 CHF 3'000 CHF 99.26% 99.26%
15.11.2024 42.19% 0.01 CHF 0.02 CHF 1'500'000 150'000 1'500'000 150'000 28'767 CHF 4'377 CHF 99.38% 99.38%
14.11.2024 33.95% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 39'207 CHF 5'421 CHF 99.37% 99.37%
13.11.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'000 CHF 6'000 CHF 99.38% 99.38%
12.11.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'000 CHF 6'000 CHF 99.38% 99.38%
11.11.2024 32.02% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 40'468 CHF 5'547 CHF 99.38% 99.38%
08.11.2024 24.73% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 54'080 CHF 6'908 CHF 99.38% 99.38%
07.11.2024 34.73% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 37'194 CHF 5'219 CHF 98.38% 98.38%

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