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 31.11% 0.02 CHF 0.02 CHF 2'397'700 2'397'700 2'357'160 2'355'460 34'577 CHF 47'115 CHF 99.89% 99.89%
25.11.2024 28.57% 0.02 CHF 0.02 CHF 2'344'300 2'344'300 1'948'040 1'948'040 29'221 CHF 38'962 CHF 100.00% 100.00%
22.11.2024 22.49% 0.02 CHF 0.03 CHF 1'823'100 1'823'100 1'754'770 1'754'770 34'758 CHF 43'531 CHF 100.00% 100.00%
20.11.2024 22.25% 0.02 CHF 0.03 CHF 1'672'900 1'672'900 1'697'610 1'697'610 33'951 CHF 42'439 CHF 99.45% 99.45%
19.11.2024 24.97% 0.02 CHF 0.03 CHF 1'705'300 1'705'300 2'052'430 2'052'430 36'391 CHF 46'654 CHF 98.77% 98.77%
18.11.2024 28.57% 0.02 CHF 0.02 CHF 2'155'600 2'155'600 2'618'680 2'618'680 39'280 CHF 52'374 CHF 98.78% 98.78%
15.11.2024 54.35% 0.02 CHF 0.02 CHF 2'758'300 2'758'300 2'941'660 2'941'660 34'134 CHF 58'820 CHF 100.00% 100.00%
14.11.2024 49.74% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'798'940 2'798'940 27'989 CHF 47'061 CHF 100.00% 100.00%
13.11.2024 62.93% 0.01 CHF 0.02 CHF 2'740'800 2'740'800 2'413'060 2'413'060 25'216 CHF 48'209 CHF 100.00% 100.00%
12.11.2024 34.58% 0.01 CHF 0.02 CHF 2'312'000 2'312'000 2'006'660 2'006'660 28'269 CHF 40'123 CHF 99.83% 99.83%

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