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 25.67% 0.04 CHF 0.05 CHF 2'351'400 2'351'400 1'049'210 1'049'210 35'719 CHF 46'231 CHF 99.90% 99.90%
19.11.2024 25.09% 0.04 CHF 0.05 CHF 2'153'900 2'153'900 889'798 889'798 31'426 CHF 40'344 CHF 100.00% 100.00%
18.11.2024 25.37% 0.04 CHF 0.05 CHF 2'269'600 2'269'600 1'033'660 1'033'660 36'178 CHF 46'534 CHF 99.90% 99.90%
15.11.2024 25.30% 0.04 CHF 0.05 CHF 2'242'800 2'242'800 916'175 916'175 32'340 CHF 41'521 CHF 100.00% 100.00%
14.11.2024 25.36% 0.04 CHF 0.05 CHF 2'189'900 2'189'900 976'961 976'961 34'194 CHF 43'982 CHF 100.00% 100.00%
13.11.2024 27.13% 0.04 CHF 0.05 CHF 2'327'000 2'327'000 1'045'590 1'045'590 34'881 CHF 45'358 CHF 98.76% 99.94%
12.11.2024 25.36% 0.04 CHF 0.05 CHF 2'183'300 2'183'300 958'632 958'632 33'571 CHF 43'175 CHF 100.00% 100.00%
11.11.2024 58.09% 0.04 CHF 0.05 CHF 2'367'000 2'367'000 593'596 593'596 21'819 CHF 37'670 CHF 99.54% 99.54%
08.11.2024 28.97% 0.03 CHF 0.04 CHF 2'615'700 2'615'700 1'187'000 1'187'000 35'627 CHF 47'520 CHF 98.76% 98.76%
07.11.2024 28.97% 0.03 CHF 0.04 CHF 2'674'100 2'674'100 1'182'140 1'182'140 35'464 CHF 47'308 CHF 100.00% 100.00%

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