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 14.45% 0.06 CHF 0.07 CHF 1'500'000 200'000 1'500'000 200'000 96'865 CHF 14'915 CHF 99.38% 99.38%
19.11.2024 14.30% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 97'982 CHF 15'064 CHF 99.37% 99.37%
18.11.2024 13.28% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 105'473 CHF 16'063 CHF 99.22% 99.22%
15.11.2024 11.62% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 121'908 CHF 18'254 CHF 98.94% 98.94%
14.11.2024 12.57% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 112'301 CHF 16'973 CHF 99.37% 99.37%
13.11.2024 11.67% 0.07 CHF 0.08 CHF 1'500'000 200'000 1'500'000 200'000 121'583 CHF 18'211 CHF 99.38% 99.38%
12.11.2024 11.57% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 122'356 CHF 18'314 CHF 99.37% 99.37%
11.11.2024 10.97% 0.08 CHF 0.09 CHF 1'500'000 200'000 1'500'000 200'000 129'651 CHF 19'287 CHF 99.37% 99.37%
08.11.2024 10.87% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 130'812 CHF 19'442 CHF 99.37% 99.37%
07.11.2024 10.79% 0.09 CHF 0.10 CHF 1'500'000 200'000 1'500'000 200'000 131'798 CHF 19'573 CHF 99.29% 99.29%

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