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 40.62% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'164'680 2'164'680 43'202 CHF 64'935 CHF 99.83% 99.83%
19.11.2024 40.48% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'172'330 2'172'330 43'447 CHF 65'233 CHF 100.00% 100.00%
18.11.2024 40.48% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'121'510 2'121'510 42'430 CHF 63'706 CHF 99.91% 99.91%
15.11.2024 41.02% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'213'370 2'213'370 43'769 CHF 65'984 CHF 99.47% 99.47%
14.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'163'920 2'163'920 32'459 CHF 54'161 CHF 100.00% 100.00%
13.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'372'640 2'372'640 35'590 CHF 59'379 CHF 100.00% 100.00%
12.11.2024 52.24% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'374'060 2'374'060 35'067 CHF 58'871 CHF 99.47% 99.47%
11.11.2024 65.72% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'697'500 2'697'500 28'328 CHF 55'365 CHF 99.89% 99.89%
08.11.2024 67.22% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'702'440 2'702'440 27'024 CHF 54'111 CHF 100.00% 100.00%
07.11.2024 67.58% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'707'770 2'707'770 27'078 CHF 54'354 CHF 99.76% 99.76%

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