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 14.91% 0.06 CHF 0.07 CHF 1'500'000 250'000 1'500'000 250'000 93'453 CHF 18'075 CHF 99.22% 99.22%
15.11.2024 12.07% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 117'108 CHF 22'018 CHF 99.37% 99.37%
14.11.2024 9.66% 0.10 CHF 0.11 CHF 1'500'000 250'000 1'500'000 250'000 148'143 CHF 27'191 CHF 99.38% 99.38%
13.11.2024 9.48% 0.10 CHF 0.11 CHF 1'500'000 250'000 1'500'000 250'000 150'777 CHF 27'630 CHF 99.37% 99.37%
12.11.2024 8.06% 0.12 CHF 0.13 CHF 1'500'000 250'000 1'500'000 250'000 178'791 CHF 32'299 CHF 99.37% 99.37%
11.11.2024 7.14% 0.13 CHF 0.14 CHF 1'500'000 250'000 1'499'980 250'000 202'818 CHF 36'303 CHF 99.37% 99.37%
08.11.2024 8.54% 0.12 CHF 0.13 CHF 1'500'000 250'000 1'500'000 250'000 168'397 CHF 30'566 CHF 99.37% 99.37%
07.11.2024 9.35% 0.11 CHF 0.12 CHF 1'500'000 250'000 1'500'000 249'978 153'841 CHF 28'138 CHF 99.29% 99.29%

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