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
26.11.2024 27.92% 0.04 CHF 0.05 CHF 1'217'000 1'217'000 1'209'190 1'209'190 37'384 CHF 49'476 CHF 100.00% 100.00%
25.11.2024 28.57% 0.03 CHF 0.04 CHF 1'321'900 1'321'900 1'325'010 1'325'010 39'750 CHF 53'001 CHF 100.00% 100.00%
22.11.2024 28.57% 0.03 CHF 0.04 CHF 1'209'400 1'209'400 1'216'400 1'216'400 36'492 CHF 48'656 CHF 99.64% 99.64%
20.11.2024 28.57% 0.03 CHF 0.04 CHF 1'073'800 1'073'800 1'069'640 1'069'640 32'095 CHF 42'791 CHF 99.43% 99.43%
19.11.2024 25.33% 0.04 CHF 0.05 CHF 1'146'900 1'146'900 1'146'880 1'146'880 39'616 CHF 51'084 CHF 100.00% 100.00%
18.11.2024 25.21% 0.04 CHF 0.05 CHF 1'067'700 1'067'700 1'069'880 1'069'880 37'130 CHF 47'829 CHF 99.88% 99.88%
15.11.2024 23.51% 0.04 CHF 0.05 CHF 1'105'200 1'105'200 1'114'740 1'114'740 42'013 CHF 53'161 CHF 100.00% 100.00%
14.11.2024 24.21% 0.04 CHF 0.05 CHF 1'146'900 1'146'900 1'163'770 1'163'770 42'398 CHF 54'036 CHF 98.57% 98.57%
13.11.2024 25.35% 0.04 CHF 0.05 CHF 992'600 992'600 993'301 993'301 34'274 CHF 44'207 CHF 100.00% 100.00%
12.11.2024 24.99% 0.04 CHF 0.05 CHF 1'188'000 1'188'000 1'178'800 1'178'800 41'289 CHF 53'077 CHF 99.88% 99.88%

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