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 11.55% 0.08 CHF 0.09 CHF 1'569'100 1'569'100 671'363 671'363 56'060 CHF 62'823 CHF 99.34% 99.34%
19.11.2024 13.15% 0.08 CHF 0.09 CHF 1'538'800 1'538'800 668'745 668'745 52'132 CHF 58'986 CHF 99.89% 99.89%
18.11.2024 14.53% 0.08 CHF 0.09 CHF 1'845'100 1'845'100 814'782 814'782 52'590 CHF 60'771 CHF 99.76% 99.76%
15.11.2024 18.31% 0.06 CHF 0.07 CHF 2'527'600 2'527'600 1'146'340 1'146'340 58'378 CHF 69'865 CHF 100.00% 100.00%
14.11.2024 16.40% 0.05 CHF 0.06 CHF 2'427'200 2'427'200 1'054'870 1'054'870 57'627 CHF 68'200 CHF 98.49% 98.49%
13.11.2024 11.24% 0.09 CHF 0.10 CHF 1'375'900 1'375'900 617'696 617'696 54'308 CHF 60'496 CHF 99.94% 99.94%
12.11.2024 10.55% 0.08 CHF 0.09 CHF 1'360'700 1'360'700 586'085 586'085 53'565 CHF 59'443 CHF 98.40% 98.40%
11.11.2024 11.18% 0.10 CHF 0.11 CHF 1'955'600 1'955'600 893'893 893'893 77'730 CHF 86'690 CHF 99.76% 99.76%
08.11.2024 19.74% 0.05 CHF 0.06 CHF 2'693'800 2'693'800 1'244'030 1'244'030 60'645 CHF 73'109 CHF 99.05% 99.05%
07.11.2024 24.63% 0.05 CHF 0.06 CHF 2'862'800 2'862'800 1'324'020 1'324'020 50'802 CHF 64'133 CHF 99.96% 99.96%

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