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 50.53% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'954'400 2'954'400 44'316 CHF 73'928 CHF 99.90% 99.90%
19.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'954'950 2'954'950 44'324 CHF 73'936 CHF 100.00% 100.00%
18.11.2024 50.54% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'954'210 2'954'210 44'313 CHF 73'925 CHF 99.90% 99.90%
15.11.2024 50.90% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'935'970 2'935'970 44'040 CHF 73'652 CHF 99.90% 99.90%
14.11.2024 50.54% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'605'470 2'605'470 39'082 CHF 65'201 CHF 96.92% 96.92%
13.11.2024 50.48% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'957'090 2'957'090 44'356 CHF 73'985 CHF 99.92% 99.92%
12.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'923'950 2'923'950 43'859 CHF 73'161 CHF 100.00% 100.00%
11.11.2024 50.73% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'944'710 2'944'710 44'171 CHF 73'783 CHF 99.83% 99.83%
08.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'930'200 2'930'200 43'953 CHF 73'318 CHF 100.00% 100.00%
07.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'954'910 2'954'910 44'324 CHF 73'935 CHF 100.00% 100.00%

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