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 29.56% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 43'702 CHF 9'784 CHF 99.38% 99.38%
19.11.2024 27.13% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 48'399 CHF 10'567 CHF 99.38% 99.38%
18.11.2024 26.83% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 49'103 CHF 10'684 CHF 99.25% 99.25%
15.11.2024 25.30% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 52'739 CHF 11'290 CHF 99.38% 99.38%
14.11.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 60'000 CHF 12'500 CHF 99.37% 99.37%
13.11.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 60'000 CHF 12'500 CHF 99.37% 99.37%
12.11.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 60'000 CHF 12'500 CHF 99.38% 99.38%
11.11.2024 27.01% 0.03 CHF 0.04 CHF 1'500'000 250'000 1'500'000 250'000 48'681 CHF 10'614 CHF 99.37% 99.37%
08.11.2024 22.22% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 60'000 CHF 12'500 CHF 99.37% 99.37%
07.11.2024 23.26% 0.04 CHF 0.05 CHF 1'500'000 250'000 1'500'000 250'000 57'556 CHF 12'093 CHF 98.37% 98.37%

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