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 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 15'000 CHF 5'000 CHF 99.37% 99.37%
18.11.2024 63.03% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 17'044 CHF 5'341 CHF 99.37% 99.37%
15.11.2024 40.09% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 29'947 CHF 7'491 CHF 99.36% 99.36%
14.11.2024 50.92% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 23'856 CHF 6'476 CHF 99.38% 99.38%
13.11.2024 63.29% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 16'898 CHF 5'316 CHF 99.37% 99.37%
12.11.2024 43.29% 0.01 CHF 0.02 CHF 1'500'000 250'000 1'500'000 250'000 28'149 CHF 7'192 CHF 99.15% 99.15%
11.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.38% 99.38%
08.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 99.37% 99.37%
07.11.2024 40.00% 0.02 CHF 0.03 CHF 1'500'000 250'000 1'500'000 250'000 30'000 CHF 7'500 CHF 98.58% 98.58%

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