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
03.12.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'758'630 2'758'630 41'379 CHF 69'028 CHF 100.00% 100.00%
02.12.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'675'430 2'675'430 40'132 CHF 66'948 CHF 100.00% 100.00%
29.11.2024 50.52% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'339'950 2'339'950 35'099 CHF 58'561 CHF 99.95% 99.95%
28.11.2024 50.00% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'494'600 2'494'600 37'419 CHF 62'367 CHF 98.70% 98.70%
27.11.2024 48.33% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'628'350 2'628'350 42'694 CHF 69'040 CHF 99.89% 99.89%
26.11.2024 50.53% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'515'640 2'515'640 37'735 CHF 62'958 CHF 99.52% 99.52%
25.11.2024 59.04% 0.02 CHF 0.03 CHF 3'000'000 3'000'000 2'933'820 2'933'820 36'901 CHF 66'504 CHF 99.95% 99.95%
22.11.2024 67.22% 0.01 CHF 0.02 CHF 3'000'000 3'000'000 2'947'720 2'947'720 29'477 CHF 59'017 CHF 100.00% 100.00%
20.11.2024 - 0.01 CHF - CHF 3'000'000 0 0 0 0 CHF 0 CHF 0.00% 99.90%
19.11.2024 - 0.02 CHF - CHF 3'000'000 0 0 0 0 CHF 0 CHF 0.00% 97.53%

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