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 28.28% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'685 CHF 6'069 CHF 99.38% 99.38%
19.11.2024 26.77% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 49'245 CHF 6'424 CHF 99.38% 99.38%
18.11.2024 22.32% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 59'772 CHF 7'477 CHF 99.26% 99.26%
15.11.2024 25.72% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 51'740 CHF 6'674 CHF 99.38% 99.38%
14.11.2024 28.91% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'392 CHF 6'039 CHF 99.37% 99.37%
13.11.2024 28.61% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 44'955 CHF 5'996 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 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%
08.11.2024 23.88% 0.04 CHF 0.05 CHF 1'500'000 150'000 1'500'000 150'000 56'072 CHF 7'107 CHF 99.38% 99.38%
07.11.2024 28.53% 0.03 CHF 0.04 CHF 1'500'000 150'000 1'500'000 150'000 45'091 CHF 6'009 CHF 98.38% 98.38%

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