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 108.61% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'916'440 2'916'440 13'253 CHF 42'409 CHF 99.34% 99.34%
19.11.2024 103.09% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'839'190 2'839'190 14'196 CHF 43'807 CHF 99.89% 99.89%
18.11.2024 100.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'751'970 2'751'970 13'760 CHF 41'411 CHF 99.76% 99.76%
15.11.2024 100.54% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'954'080 2'954'080 14'770 CHF 44'382 CHF 100.00% 100.00%
14.11.2024 100.57% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'952'340 2'952'340 14'762 CHF 44'368 CHF 98.51% 98.51%
13.11.2024 100.52% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'955'020 2'955'020 14'775 CHF 44'388 CHF 99.94% 99.94%
12.11.2024 100.65% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'948'910 2'948'910 14'745 CHF 44'355 CHF 98.40% 98.40%
11.11.2024 77.67% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 1'820'280 1'820'280 15'666 CHF 33'923 CHF 99.86% 99.86%
08.11.2024 33.31% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 1'672'530 1'672'530 41'168 CHF 57'930 CHF 99.05% 99.05%
07.11.2024 28.03% 0.03 CHF 0.04 CHF 3'000'000 3'000'000 1'673'900 1'673'900 52'274 CHF 69'151 CHF 99.96% 99.96%

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