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 27.18% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 48'276 CHF 6'328 CHF 99.38% 99.38%
19.11.2024 28.44% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'320 CHF 6'032 CHF 99.38% 99.38%
18.11.2024 26.87% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 49'023 CHF 6'402 CHF 99.26% 99.26%
15.11.2024 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%
14.11.2024 30.11% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 42'978 CHF 5'798 CHF 99.37% 99.37%
13.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 30'000 CHF 4'500 CHF 99.38% 99.38%
12.11.2024 33.83% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 38'092 CHF 5'309 CHF 99.38% 99.38%
11.11.2024 28.81% 0.02 CHF 0.03 CHF 1'500'000 150'000 1'500'000 150'000 44'686 CHF 5'969 CHF 99.38% 99.38%
08.11.2024 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%
07.11.2024 28.57% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'000 CHF 6'000 CHF 98.38% 98.38%

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