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 8.41% 0.12 CHF 0.13 CHF 1'308'500 1'308'500 577'521 577'521 67'841 CHF 73'627 CHF 99.90% 99.90%
19.11.2024 8.85% 0.11 CHF 0.12 CHF 1'382'700 1'382'700 617'024 617'024 67'910 CHF 74'092 CHF 99.86% 99.86%
18.11.2024 9.20% 0.11 CHF 0.12 CHF 1'474'800 1'474'800 653'976 653'976 69'446 CHF 75'998 CHF 97.91% 97.91%
15.11.2024 10.73% 0.10 CHF 0.11 CHF 1'661'900 1'661'900 662'324 662'324 61'905 CHF 68'541 CHF 99.40% 99.40%
14.11.2024 10.66% 0.09 CHF 0.10 CHF 1'626'800 1'626'800 742'111 742'111 67'743 CHF 75'178 CHF 100.00% 100.00%
13.11.2024 11.29% 0.09 CHF 0.10 CHF 1'793'700 1'793'700 786'951 786'951 67'111 CHF 74'995 CHF 100.00% 100.00%
12.11.2024 12.02% 0.08 CHF 0.09 CHF 1'945'900 1'945'900 868'499 868'499 69'289 CHF 77'990 CHF 99.89% 99.89%
11.11.2024 12.72% 0.08 CHF 0.09 CHF 1'956'400 1'956'400 876'876 876'876 65'781 CHF 74'566 CHF 99.90% 99.90%
08.11.2024 12.72% 0.08 CHF 0.09 CHF 2'058'700 2'058'700 916'042 916'042 68'696 CHF 77'874 CHF 98.90% 98.90%
07.11.2024 13.36% 0.07 CHF 0.08 CHF 2'036'100 2'036'100 908'431 908'431 64'295 CHF 73'396 CHF 100.00% 100.00%

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