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 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'987'570 2'987'570 29'876 CHF 59'751 CHF 99.43% 99.43%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'987'650 2'987'650 29'877 CHF 59'753 CHF 100.00% 100.00%
18.11.2024 66.24% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'987'620 2'987'620 30'260 CHF 60'137 CHF 99.88% 99.88%
15.11.2024 57.31% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'987'630 2'987'630 38'238 CHF 68'114 CHF 100.00% 100.00%
14.11.2024 55.56% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'987'460 2'987'460 39'807 CHF 69'682 CHF 98.55% 98.55%
13.11.2024 50.59% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'987'640 2'987'640 44'281 CHF 74'158 CHF 100.00% 100.00%
12.11.2024 64.39% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'987'640 2'987'640 31'921 CHF 61'798 CHF 99.88% 99.88%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'987'630 2'987'630 29'876 CHF 59'753 CHF 100.00% 100.00%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'987'490 2'987'490 29'875 CHF 59'750 CHF 99.05% 99.05%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'987'630 2'987'630 29'876 CHF 59'753 CHF 100.00% 100.00%

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