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 21.52% 0.04 CHF 0.05 CHF 1'860'100 1'860'100 814'077 814'077 33'479 CHF 41'643 CHF 99.57% 99.57%
19.11.2024 24.58% 0.04 CHF 0.05 CHF 2'033'300 2'033'300 904'184 904'184 35'615 CHF 44'827 CHF 99.20% 99.20%
18.11.2024 25.71% 0.04 CHF 0.05 CHF 2'294'300 2'294'300 1'021'100 1'021'100 34'979 CHF 45'209 CHF 99.90% 99.90%
15.11.2024 26.26% 0.03 CHF 0.04 CHF 2'028'200 2'028'200 826'740 826'740 26'272 CHF 34'558 CHF 91.93% 91.93%
14.11.2024 17.01% 0.06 CHF 0.07 CHF 1'378'100 1'378'100 605'393 605'393 34'666 CHF 40'795 CHF 99.72% 99.72%
13.11.2024 19.82% 0.06 CHF 0.07 CHF 1'568'900 1'568'900 735'833 735'833 35'418 CHF 42'790 CHF 99.93% 99.93%
12.11.2024 18.67% 0.05 CHF 0.06 CHF 1'558'900 1'558'900 683'914 683'914 33'391 CHF 40'243 CHF 99.89% 99.89%
11.11.2024 21.14% 0.05 CHF 0.06 CHF 1'428'400 1'428'400 587'447 587'447 30'284 CHF 36'684 CHF 99.90% 99.90%
08.11.2024 17.06% 0.06 CHF 0.07 CHF 1'485'100 1'485'100 684'792 684'792 38'221 CHF 45'082 CHF 97.39% 97.39%
07.11.2024 19.95% 0.05 CHF 0.06 CHF 1'638'000 1'638'000 728'929 728'929 34'256 CHF 41'559 CHF 100.00% 100.00%

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