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 100.52% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'954'740 2'954'740 14'774 CHF 44'384 CHF 99.90% 99.90%
19.11.2024 100.48% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'891'380 2'891'380 14'457 CHF 43'457 CHF 99.85% 99.85%
18.11.2024 100.35% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'905'700 2'905'700 14'529 CHF 43'628 CHF 98.23% 98.23%
15.11.2024 100.43% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'824'200 2'824'200 14'121 CHF 42'415 CHF 99.71% 99.71%
14.11.2024 100.52% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'954'960 2'954'960 14'775 CHF 44'387 CHF 100.00% 100.00%
13.11.2024 72.77% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'955'050 2'955'050 27'051 CHF 56'664 CHF 100.00% 100.00%
12.11.2024 76.98% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'954'910 2'954'910 25'331 CHF 54'943 CHF 99.88% 99.88%
11.11.2024 67.22% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'772'410 2'772'410 27'724 CHF 55'511 CHF 99.90% 99.90%
08.11.2024 50.53% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'378'340 2'378'340 35'675 CHF 59'522 CHF 98.90% 98.90%
07.11.2024 36.92% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'762'470 1'762'470 38'124 CHF 55'795 CHF 55.44% 97.44%

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