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 163.90% 0.00 CHF 0.01 CHF 3'000'000 300 2'952'330 295 2'952 CHF 3 CHF 99.89% 99.89%
19.11.2024 163.87% 0.00 CHF 0.01 CHF 3'000'000 300 2'878'620 288 2'879 CHF 3 CHF 99.95% 99.95%
18.11.2024 163.87% 0.00 CHF 0.01 CHF 3'000'000 300 2'601'410 260 2'601 CHF 3 CHF 98.93% 99.89%
15.11.2024 163.96% 0.00 CHF 0.01 CHF 3'000'000 300 2'946'520 295 2'947 CHF 3 CHF 100.00% 100.00%
14.11.2024 163.87% 0.00 CHF 0.01 CHF 3'000'000 300 2'890'240 289 2'890 CHF 3 CHF 99.76% 99.76%
13.11.2024 163.87% 0.00 CHF 0.01 CHF 3'000'000 300 2'920'420 292 2'920 CHF 3 CHF 100.00% 100.00%
12.11.2024 163.87% 0.00 CHF 0.01 CHF 3'000'000 300 2'824'280 282 2'824 CHF 3 CHF 99.95% 99.95%
11.11.2024 161.56% 0.00 CHF 0.01 CHF 3'000'000 300 2'729'860 273 3'164 CHF 3 CHF 99.36% 99.36%
08.11.2024 147.08% 0.01 CHF 0.02 CHF 3'000'000 300 2'735'140 274 5'700 CHF 3 CHF 99.53% 99.53%
07.11.2024 163.90% 0.00 CHF 0.01 CHF 3'000'000 300 2'904'370 290 2'904 CHF 3 CHF 99.86% 99.86%

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