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 16.94% 0.06 CHF 0.07 CHF 2'786'900 2'786'900 965'473 965'473 53'098 CHF 62'764 CHF 99.09% 99.09%
19.11.2024 17.67% 0.06 CHF 0.07 CHF 2'905'300 2'905'300 998'647 998'647 53'848 CHF 63'846 CHF 99.38% 99.38%
18.11.2024 16.98% 0.05 CHF 0.06 CHF 2'752'700 2'752'700 946'277 946'277 51'673 CHF 61'147 CHF 99.89% 99.89%
15.11.2024 17.92% 0.06 CHF 0.07 CHF 3'000'000 3'000'000 911'603 911'603 47'878 CHF 57'012 CHF 99.25% 99.25%
14.11.2024 22.50% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 1'069'540 1'069'540 42'849 CHF 53'559 CHF 99.89% 99.89%
13.11.2024 22.53% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 1'134'860 1'134'860 45'557 CHF 56'922 CHF 100.00% 100.00%
12.11.2024 23.20% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 1'143'410 1'143'410 44'500 CHF 55'950 CHF 100.00% 100.00%
11.11.2024 25.15% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 1'191'640 1'191'640 42'879 CHF 54'814 CHF 99.93% 99.93%
08.11.2024 25.67% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 1'200'480 1'200'480 41'761 CHF 53'785 CHF 100.00% 100.00%
07.11.2024 23.73% 0.04 CHF 0.05 CHF 3'000'000 3'000'000 1'138'120 1'138'120 41'550 CHF 52'947 CHF 100.00% 100.00%

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