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 10.47% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 135'807 CHF 15'081 CHF 99.38% 99.38%
19.11.2024 10.52% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 135'427 CHF 15'043 CHF 99.38% 99.38%
18.11.2024 10.12% 0.10 CHF 0.11 CHF 1'500'000 150'000 1'500'000 150'000 141'063 CHF 15'606 CHF 99.26% 99.26%
15.11.2024 10.30% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 138'340 CHF 15'334 CHF 99.38% 99.38%
14.11.2024 10.81% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 131'544 CHF 14'654 CHF 99.38% 99.38%
13.11.2024 11.96% 0.08 CHF 0.09 CHF 1'500'000 150'000 1'500'000 150'000 118'135 CHF 13'314 CHF 99.38% 99.38%
12.11.2024 11.10% 0.08 CHF 0.09 CHF 1'500'000 150'000 1'500'000 150'000 128'035 CHF 14'304 CHF 99.38% 99.38%
11.11.2024 10.53% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 150'000 135'000 CHF 15'000 CHF 99.38% 99.38%
08.11.2024 10.29% 0.10 CHF 0.11 CHF 1'500'000 150'000 1'500'000 150'000 139'009 CHF 15'401 CHF 99.38% 99.38%
07.11.2024 10.99% 0.08 CHF 0.09 CHF 1'500'000 150'000 1'500'000 150'000 129'431 CHF 14'443 CHF 98.37% 98.37%

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