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 10.75% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 132'305 CHF 19'641 CHF 99.37% 99.37%
19.11.2024 10.79% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 132'028 CHF 19'604 CHF 99.37% 99.37%
18.11.2024 10.24% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 139'214 CHF 20'562 CHF 99.22% 99.22%
15.11.2024 9.14% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 156'923 CHF 22'923 CHF 98.94% 98.94%
14.11.2024 9.51% 0.10 CHF 0.11 CHF 1'500'000 200'000 1'500'000 200'000 150'243 CHF 22'032 CHF 99.37% 99.37%
13.11.2024 9.28% 0.10 CHF 0.11 CHF 1'500'000 200'000 1'500'000 200'000 154'457 CHF 22'594 CHF 99.38% 99.38%
12.11.2024 9.13% 0.10 CHF 0.11 CHF 1'500'000 200'000 1'500'000 200'000 157'043 CHF 22'939 CHF 99.37% 99.37%
11.11.2024 8.54% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 168'253 CHF 24'434 CHF 99.37% 99.37%
08.11.2024 8.68% 0.12 CHF 0.13 CHF 1'500'000 200'000 1'500'000 200'000 165'298 CHF 24'040 CHF 99.37% 99.37%
07.11.2024 8.39% 0.11 CHF 0.12 CHF 1'500'000 200'000 1'500'000 200'000 171'654 CHF 24'887 CHF 99.29% 99.29%

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