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 7.75% 0.14 CHF 0.15 CHF 1'500'000 150'000 1'500'000 148'393 188'588 CHF 20'102 CHF 99.37% 99.37%
19.11.2024 7.74% 0.12 CHF 0.13 CHF 1'500'000 150'000 1'500'000 150'000 187'736 CHF 20'274 CHF 99.37% 99.37%
18.11.2024 8.87% 0.11 CHF 0.12 CHF 1'500'000 150'000 1'500'000 152'142 163'296 CHF 18'044 CHF 99.23% 99.23%
15.11.2024 10.51% 0.10 CHF 0.11 CHF 1'500'000 150'000 1'500'000 186'194 135'517 CHF 18'629 CHF 99.37% 99.37%
14.11.2024 11.19% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 126'941 CHF 18'926 CHF 99.37% 99.37%
13.11.2024 10.37% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 137'299 CHF 20'307 CHF 99.37% 99.37%
12.11.2024 11.55% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 122'620 CHF 18'349 CHF 99.37% 99.37%
11.11.2024 13.84% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 101'357 CHF 15'514 CHF 99.37% 99.37%
08.11.2024 12.64% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 111'603 CHF 16'880 CHF 99.38% 99.38%
07.11.2024 13.05% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 107'908 CHF 16'388 CHF 99.28% 99.28%

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