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 42.12% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 28'806 CHF 5'841 CHF 99.37% 99.37%
19.11.2024 66.11% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 15'312 CHF 4'042 CHF 99.38% 99.38%
18.11.2024 63.89% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 16'563 CHF 4'208 CHF 99.26% 99.26%
15.11.2024 38.18% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 32'386 CHF 6'318 CHF 99.38% 99.38%
14.11.2024 36.17% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 35'031 CHF 6'671 CHF 99.37% 99.37%
13.11.2024 40.93% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 31'289 CHF 6'172 CHF 99.38% 99.38%
12.11.2024 31.54% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 41'108 CHF 7'481 CHF 99.38% 99.38%
11.11.2024 24.14% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 55'663 CHF 9'422 CHF 99.38% 99.38%
08.11.2024 23.10% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 57'942 CHF 9'726 CHF 99.37% 99.37%
07.11.2024 26.89% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 48'981 CHF 8'531 CHF 98.36% 98.36%

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