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 51.92% 0.01 CHF 0.02 CHF 1'500'000 200'000 1'500'000 200'000 23'894 CHF 5'186 CHF 99.38% 99.38%
19.11.2024 43.97% 0.02 CHF 0.03 CHF 1'500'000 200'000 1'500'000 200'000 28'908 CHF 5'854 CHF 99.37% 99.37%
18.11.2024 31.97% 0.03 CHF 0.04 CHF 1'500'000 200'000 1'500'000 200'000 41'585 CHF 7'545 CHF 99.22% 99.22%
15.11.2024 19.47% 0.04 CHF 0.05 CHF 1'500'000 200'000 1'500'000 200'000 70'211 CHF 11'362 CHF 99.37% 99.37%
14.11.2024 16.71% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 82'876 CHF 13'050 CHF 99.38% 99.38%
13.11.2024 17.30% 0.05 CHF 0.06 CHF 1'500'000 200'000 1'500'000 200'000 79'753 CHF 12'634 CHF 99.37% 99.37%
12.11.2024 13.76% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 102'119 CHF 15'616 CHF 99.38% 99.38%
11.11.2024 10.36% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 155'961 137'957 CHF 15'832 CHF 99.37% 99.37%
08.11.2024 10.75% 0.09 CHF 0.10 CHF 1'500'000 150'000 1'500'000 158'915 132'326 CHF 15'535 CHF 99.37% 99.37%
07.11.2024 9.38% 0.10 CHF 0.11 CHF 1'500'000 150'000 1'500'000 150'000 152'534 CHF 16'753 CHF 99.28% 99.28%

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