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 40.55% 0.02 CHF 0.03 CHF 1'288'300 1'288'300 706'369 706'369 14'127 CHF 21'212 CHF 99.90% 99.90%
19.11.2024 42.17% 0.02 CHF 0.03 CHF 1'551'700 1'551'700 853'537 853'537 16'565 CHF 25'126 CHF 98.91% 98.91%
18.11.2024 50.67% 0.02 CHF 0.03 CHF 1'894'400 1'894'400 1'038'130 1'038'130 15'572 CHF 25'992 CHF 99.59% 99.59%
15.11.2024 50.73% 0.02 CHF 0.03 CHF 1'733'200 1'733'200 948'824 948'824 14'232 CHF 23'764 CHF 99.89% 99.89%
14.11.2024 61.70% 0.02 CHF 0.03 CHF 1'774'600 1'774'600 990'472 990'472 12'281 CHF 22'206 CHF 98.85% 98.85%
13.11.2024 50.52% 0.02 CHF 0.03 CHF 1'602'600 1'602'600 879'979 879'979 13'200 CHF 22'016 CHF 100.00% 100.00%
12.11.2024 50.67% 0.02 CHF 0.03 CHF 1'350'400 1'350'400 691'520 691'520 10'373 CHF 17'318 CHF 100.00% 100.00%
11.11.2024 33.26% 0.02 CHF 0.03 CHF 802'600 802'600 437'366 437'366 10'919 CHF 15'337 CHF 99.93% 99.93%
08.11.2024 45.96% 0.03 CHF 0.04 CHF 777'300 777'300 293'319 293'319 8'800 CHF 12'018 CHF 100.00% 100.00%
07.11.2024 27.81% 0.04 CHF 0.05 CHF 730'400 730'400 348'208 348'208 10'952 CHF 14'443 CHF 98.68% 98.68%

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