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 17.04% 0.06 CHF 0.07 CHF 1'767'600 1'767'600 792'765 792'765 43'115 CHF 51'060 CHF 99.91% 99.91%
19.11.2024 16.65% 0.05 CHF 0.06 CHF 1'664'400 1'664'400 737'741 737'741 39'982 CHF 47'374 CHF 100.00% 100.00%
18.11.2024 14.56% 0.06 CHF 0.07 CHF 1'481'500 1'481'500 640'791 640'791 41'583 CHF 48'003 CHF 99.64% 99.64%
15.11.2024 19.72% 0.07 CHF 0.08 CHF 2'017'100 2'017'100 665'757 665'757 36'511 CHF 43'186 CHF 98.90% 98.90%
14.11.2024 23.68% 0.05 CHF 0.06 CHF 2'881'200 2'881'200 1'346'020 1'346'020 72'030 CHF 85'682 CHF 54.14% 95.14%
13.11.2024 - 0.03 CHF - CHF 3'000'000 0 0 0 0 CHF 0 CHF 0.00% 99.78%
12.11.2024 - 0.03 CHF - CHF 3'000'000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
11.11.2024 - 0.03 CHF - CHF 3'000'000 0 0 0 0 CHF 0 CHF 0.00% 99.90%
08.11.2024 - 0.02 CHF - CHF 3'000'000 0 0 0 0 CHF 0 CHF 0.00% 100.00%
07.11.2024 - 0.03 CHF - CHF 3'000'000 0 0 0 0 CHF 0 CHF 0.00% 99.86%

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