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 13.76% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 101'898 CHF 19'483 CHF 99.37% 99.37%
19.11.2024 14.64% 0.07 CHF 0.08 CHF 1'500'000 250'000 1'500'000 250'000 95'421 CHF 18'404 CHF 99.37% 99.37%
18.11.2024 11.70% 0.08 CHF 0.09 CHF 1'500'000 250'000 1'500'000 250'000 121'000 CHF 22'667 CHF 99.22% 99.22%
15.11.2024 9.18% 0.09 CHF 0.10 CHF 1'500'000 250'000 1'500'000 250'000 156'736 CHF 28'623 CHF 99.37% 99.37%
14.11.2024 7.36% 0.13 CHF 0.14 CHF 1'500'000 250'000 1'500'000 250'000 196'697 CHF 35'283 CHF 99.36% 99.36%
13.11.2024 7.25% 0.14 CHF 0.15 CHF 1'500'000 250'000 1'500'000 250'000 199'590 CHF 35'765 CHF 99.36% 99.36%
12.11.2024 6.06% 0.16 CHF 0.17 CHF 1'500'000 250'000 1'500'000 250'000 240'201 CHF 42'534 CHF 99.37% 99.37%
11.11.2024 5.43% 0.18 CHF 0.19 CHF 1'500'000 250'000 1'500'000 250'000 269'085 CHF 47'347 CHF 99.37% 99.37%
08.11.2024 6.14% 0.16 CHF 0.17 CHF 1'500'000 250'000 1'500'000 250'000 236'929 CHF 41'988 CHF 99.37% 99.37%
07.11.2024 7.03% 0.15 CHF 0.16 CHF 1'500'000 250'000 1'500'000 250'000 207'556 CHF 37'093 CHF 99.28% 99.28%

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