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 11.77% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 3'000'000 3'000'000 119'936 CHF 134'936 CHF 99.44% 99.44%
19.11.2024 11.37% 0.05 CHF 0.05 CHF 3'000'000 3'000'000 3'000'000 3'000'000 124'734 CHF 139'734 CHF 100.00% 100.00%
18.11.2024 11.76% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 3'000'000 3'000'000 120'000 CHF 135'000 CHF 98.77% 98.77%
15.11.2024 11.35% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 3'000'000 3'000'000 125'022 CHF 140'022 CHF 98.67% 98.67%
14.11.2024 11.88% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 3'000'000 3'000'000 118'994 CHF 133'994 CHF 100.00% 100.00%
13.11.2024 10.13% 0.05 CHF 0.05 CHF 3'000'000 3'000'000 3'000'000 3'000'000 140'998 CHF 155'998 CHF 100.00% 100.00%
12.11.2024 10.27% 0.05 CHF 0.05 CHF 3'000'000 3'000'000 3'000'000 3'000'000 138'771 CHF 153'771 CHF 99.80% 99.80%
11.11.2024 9.23% 0.05 CHF 0.06 CHF 3'000'000 2'860'000 3'000'000 2'946'030 155'259 CHF 167'291 CHF 99.73% 99.73%
08.11.2024 7.43% 0.06 CHF 0.07 CHF 3'000'000 3'000'000 3'000'000 3'000'000 194'485 CHF 209'485 CHF 99.15% 99.15%
07.11.2024 7.25% 0.07 CHF 0.08 CHF 3'000'000 3'000'000 3'000'000 3'000'000 199'681 CHF 214'681 CHF 99.96% 99.96%

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