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 18.92% 0.05 CHF 0.06 CHF 2'148'000 2'148'000 938'144 938'144 44'524 CHF 53'924 CHF 99.90% 99.90%
19.11.2024 20.31% 0.05 CHF 0.06 CHF 2'228'900 2'228'900 994'588 994'588 44'757 CHF 54'721 CHF 99.84% 99.84%
18.11.2024 20.27% 0.05 CHF 0.06 CHF 2'246'500 2'246'500 999'359 999'359 45'226 CHF 55'239 CHF 99.90% 99.90%
15.11.2024 17.34% 0.05 CHF 0.06 CHF 1'724'700 1'724'700 756'300 756'300 38'547 CHF 46'125 CHF 99.90% 99.90%
14.11.2024 13.88% 0.07 CHF 0.08 CHF 1'468'100 1'468'100 654'962 654'962 44'192 CHF 50'754 CHF 100.00% 100.00%
13.11.2024 15.45% 0.06 CHF 0.07 CHF 1'659'100 1'659'100 740'045 740'045 44'855 CHF 52'269 CHF 100.00% 100.00%
12.11.2024 15.44% 0.06 CHF 0.07 CHF 1'645'400 1'645'400 732'248 732'248 45'074 CHF 52'410 CHF 99.86% 99.86%
11.11.2024 13.87% 0.07 CHF 0.08 CHF 1'452'800 1'452'800 647'845 647'845 43'931 CHF 50'421 CHF 99.90% 99.90%
08.11.2024 13.07% 0.07 CHF 0.08 CHF 1'370'800 1'370'800 614'552 614'552 44'156 CHF 50'313 CHF 98.88% 98.88%
07.11.2024 12.72% 0.08 CHF 0.09 CHF 1'390'000 1'390'000 619'616 619'616 46'460 CHF 52'668 CHF 99.90% 99.90%

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