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 50.50% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'529'450 1'529'450 22'942 CHF 38'267 CHF 99.83% 99.83%
19.11.2024 85.91% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'009'550 1'009'550 14'037 CHF 25'749 CHF 99.92% 99.92%
18.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'345'960 1'345'960 20'189 CHF 33'678 CHF 99.90% 99.90%
15.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'544'520 1'544'520 23'168 CHF 38'648 CHF 99.53% 99.53%
14.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'641'510 1'641'510 24'623 CHF 41'073 CHF 100.00% 100.00%
13.11.2024 66.86% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'805'040 1'805'040 18'377 CHF 36'472 CHF 100.00% 100.00%
12.11.2024 89.03% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 1'167'720 1'167'720 11'677 CHF 25'299 CHF 99.95% 99.95%
11.11.2024 96.52% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 1'189'720 1'189'720 11'897 CHF 26'326 CHF 99.88% 99.88%
08.11.2024 67.22% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'152'290 2'152'290 21'523 CHF 43'099 CHF 100.00% 100.00%
07.11.2024 67.80% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 1'968'480 1'968'480 19'685 CHF 39'495 CHF 99.87% 99.87%

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