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 14.75% 0.06 CHF 0.07 CHF 3'000'000 3'000'000 2'363'370 2'363'370 151'242 CHF 174'975 CHF 99.90% 99.90%
19.11.2024 15.49% 0.07 CHF 0.08 CHF 3'000'000 3'000'000 2'517'070 2'517'070 153'128 CHF 178'362 CHF 99.55% 99.55%
18.11.2024 14.78% 0.07 CHF 0.08 CHF 3'000'000 3'000'000 2'655'190 2'655'190 169'818 CHF 196'466 CHF 98.72% 98.72%
15.11.2024 20.46% 0.05 CHF 0.06 CHF 3'000'000 3'000'000 2'924'490 2'924'490 131'071 CHF 160'381 CHF 99.46% 99.46%
14.11.2024 16.57% 0.05 CHF 0.06 CHF 3'000'000 3'000'000 2'554'850 2'554'850 143'589 CHF 169'200 CHF 98.87% 98.87%
13.11.2024 15.22% 0.06 CHF 0.07 CHF 3'000'000 3'000'000 2'561'680 2'561'680 158'402 CHF 184'082 CHF 99.34% 99.34%
12.11.2024 13.42% 0.07 CHF 0.08 CHF 3'000'000 3'000'000 2'064'320 2'064'320 145'553 CHF 166'248 CHF 96.53% 96.53%
11.11.2024 13.66% 0.08 CHF 0.09 CHF 3'000'000 3'000'000 2'560'000 2'560'000 178'451 CHF 204'122 CHF 99.30% 99.30%
08.11.2024 21.23% 0.05 CHF 0.06 CHF 3'000'000 3'000'000 2'829'080 2'829'080 121'827 CHF 150'181 CHF 100.00% 100.00%
07.11.2024 24.90% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 2'954'820 2'954'820 105'957 CHF 135'568 CHF 99.77% 99.77%

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