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 18.37% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 74'580 CHF 11'944 CHF 99.37% 99.37%
19.11.2024 16.77% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 83'127 CHF 13'084 CHF 99.37% 99.37%
18.11.2024 18.92% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 72'244 CHF 11'633 CHF 99.22% 99.22%
15.11.2024 21.72% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 62'833 CHF 10'378 CHF 98.94% 98.94%
14.11.2024 17.36% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 79'548 CHF 12'606 CHF 99.38% 99.38%
13.11.2024 16.13% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 86'017 CHF 13'469 CHF 99.38% 99.38%
12.11.2024 16.07% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 86'351 CHF 13'513 CHF 99.38% 99.38%
11.11.2024 17.30% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 79'714 CHF 12'629 CHF 99.38% 99.38%
08.11.2024 15.21% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 91'383 CHF 14'184 CHF 99.37% 99.37%
07.11.2024 14.72% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 94'847 CHF 14'646 CHF 99.29% 99.29%

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