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 17.80% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 77'041 CHF 15'340 CHF 99.38% 99.38%
19.11.2024 17.54% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 78'462 CHF 15'577 CHF 99.37% 99.37%
18.11.2024 15.18% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 91'500 CHF 17'750 CHF 99.23% 99.23%
15.11.2024 12.16% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 116'336 CHF 21'889 CHF 99.37% 99.37%
14.11.2024 10.24% 0.09 CHF 0.10 CHF 1'500'000 250'000 1'500'000 250'000 139'620 CHF 25'770 CHF 99.38% 99.38%
13.11.2024 10.37% 0.10 CHF 0.11 CHF 1'500'000 250'000 1'500'000 250'000 137'314 CHF 25'386 CHF 99.38% 99.38%
12.11.2024 8.76% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 250'000 163'910 CHF 29'818 CHF 99.37% 99.37%
11.11.2024 7.92% 0.12 CHF 0.13 CHF 1'500'000 250'000 1'500'000 250'000 182'016 CHF 32'836 CHF 99.38% 99.38%
08.11.2024 9.14% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 250'000 156'933 CHF 28'656 CHF 99.38% 99.38%
07.11.2024 9.59% 0.10 CHF 0.11 CHF 1'500'000 250'000 1'500'000 250'000 148'977 CHF 27'330 CHF 99.30% 99.30%

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