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 58.29% 0.01 CHF 0.02 CHF 2'647'100 2'647'100 2'704'110 2'704'110 30'028 CHF 54'073 CHF 99.88% 99.88%
25.11.2024 65.70% 0.01 CHF 0.02 CHF 2'722'200 2'722'200 2'933'130 2'933'130 29'675 CHF 58'674 CHF 100.00% 100.00%
22.11.2024 49.25% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 50'206 CHF 100.00% 100.00%
20.11.2024 40.56% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 3'000'000 3'000'000 30'000 CHF 45'313 CHF 99.45% 99.45%
19.11.2024 58.69% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'614'040 2'614'040 26'140 CHF 47'969 CHF 98.78% 98.78%
18.11.2024 33.15% 0.01 CHF 0.02 CHF 2'499'400 2'499'400 1'807'350 1'807'350 25'592 CHF 36'123 CHF 98.78% 98.78%
15.11.2024 25.15% 0.02 CHF 0.03 CHF 1'598'700 1'598'700 1'278'560 1'278'560 22'829 CHF 29'222 CHF 100.00% 100.00%
14.11.2024 18.19% 0.03 CHF 0.03 CHF 1'176'700 1'176'700 1'382'340 1'382'340 34'553 CHF 41'464 CHF 100.00% 100.00%
13.11.2024 21.78% 0.02 CHF 0.03 CHF 1'441'800 1'441'800 1'663'110 1'663'110 34'058 CHF 42'373 CHF 100.00% 100.00%
12.11.2024 22.23% 0.02 CHF 0.03 CHF 1'731'300 1'731'300 2'024'900 2'024'900 40'487 CHF 50'612 CHF 99.82% 99.82%

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