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 29.88% 0.03 CHF 0.04 CHF 2'332'600 2'332'600 2'332'200 2'332'200 66'770 CHF 90'092 CHF 100.00% 100.00%
19.11.2024 32.68% 0.03 CHF 0.04 CHF 2'009'200 2'009'200 2'009'600 2'009'600 51'617 CHF 71'713 CHF 100.00% 100.00%
18.11.2024 28.57% 0.03 CHF 0.04 CHF 2'084'100 2'084'100 2'108'500 2'108'500 63'255 CHF 84'340 CHF 100.00% 100.00%
15.11.2024 28.57% 0.03 CHF 0.04 CHF 2'053'400 2'053'400 2'013'070 2'013'070 60'392 CHF 80'523 CHF 100.00% 100.00%
14.11.2024 29.67% 0.03 CHF 0.04 CHF 2'334'900 2'334'900 2'382'590 2'382'590 68'686 CHF 92'512 CHF 100.00% 100.00%
13.11.2024 33.33% 0.03 CHF 0.04 CHF 2'604'100 2'604'100 2'650'790 2'650'790 66'270 CHF 92'778 CHF 100.00% 100.00%
12.11.2024 32.37% 0.03 CHF 0.04 CHF 2'040'200 2'040'200 2'000'570 2'000'570 52'043 CHF 72'049 CHF 99.86% 99.86%
11.11.2024 26.02% 0.04 CHF 0.05 CHF 2'062'300 2'062'300 2'063'950 2'063'950 69'284 CHF 89'924 CHF 99.70% 99.70%
08.11.2024 23.98% 0.03 CHF 0.04 CHF 1'064'500 1'064'500 1'015'430 1'015'430 38'982 CHF 49'403 CHF 98.81% 98.81%
07.11.2024 14.23% 0.07 CHF 0.08 CHF 1'129'000 1'129'000 1'132'860 1'132'860 74'358 CHF 85'686 CHF 100.00% 100.00%

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