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 33.84% 0.03 CHF 0.04 CHF 1'531'200 1'531'200 675'666 675'666 17'041 CHF 23'832 CHF 99.32% 99.32%
19.11.2024 33.64% 0.03 CHF 0.04 CHF 1'404'500 1'404'500 622'387 622'387 15'888 CHF 22'176 CHF 99.98% 99.98%
18.11.2024 24.32% 0.03 CHF 0.04 CHF 928'900 928'900 393'770 393'770 13'879 CHF 17'824 CHF 99.78% 99.78%
15.11.2024 22.32% 0.04 CHF 0.05 CHF 917'600 917'600 414'326 414'326 17'082 CHF 21'233 CHF 99.90% 99.90%
14.11.2024 24.80% 0.04 CHF 0.05 CHF 1'050'100 1'050'100 464'172 464'172 17'382 CHF 22'035 CHF 98.53% 98.53%
13.11.2024 26.22% 0.03 CHF 0.04 CHF 1'081'300 1'081'300 491'510 491'510 16'043 CHF 20'980 CHF 100.00% 100.00%
12.11.2024 22.14% 0.04 CHF 0.05 CHF 883'300 883'300 396'330 396'330 15'823 CHF 19'819 CHF 99.06% 99.06%
11.11.2024 14.22% 0.05 CHF 0.06 CHF 439'600 439'600 203'217 203'217 12'765 CHF 14'806 CHF 99.90% 99.90%
08.11.2024 11.95% 0.09 CHF 0.10 CHF 526'600 526'600 173'574 173'574 15'467 CHF 17'225 CHF 98.62% 98.62%
07.11.2024 - 0.07 CHF - CHF 559'000 0 0 0 0 CHF 0 CHF 0.00% 99.90%

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