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 46.86% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 26'139 CHF 6'856 CHF 99.37% 99.37%
19.11.2024 40.12% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 31'004 CHF 7'667 CHF 99.37% 99.37%
18.11.2024 33.15% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 38'994 CHF 8'999 CHF 99.22% 99.22%
15.11.2024 30.74% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 42'154 CHF 9'526 CHF 99.37% 99.37%
14.11.2024 22.95% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 58'285 CHF 12'214 CHF 99.38% 99.38%
13.11.2024 22.04% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 60'718 CHF 12'620 CHF 99.38% 99.38%
12.11.2024 18.25% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 74'793 CHF 14'966 CHF 99.38% 99.38%
11.11.2024 16.13% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 86'028 CHF 16'838 CHF 99.37% 99.37%
08.11.2024 19.98% 0.05 CHF 0.06 CHF 1'500'000 250'000 1'500'000 250'000 68'330 CHF 13'888 CHF 99.37% 99.37%
07.11.2024 24.11% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 55'611 CHF 11'769 CHF 99.28% 99.28%

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