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 15.64% 0.06 CHF 0.07 CHF 2'111'600 2'111'600 941'254 941'254 56'536 CHF 65'967 CHF 99.90% 99.90%
19.11.2024 13.05% 0.07 CHF 0.08 CHF 1'733'400 1'733'400 733'629 733'629 51'870 CHF 59'226 CHF 99.86% 99.86%
18.11.2024 14.47% 0.07 CHF 0.08 CHF 2'081'300 2'081'300 926'304 926'304 60'922 CHF 70'197 CHF 98.23% 98.23%
15.11.2024 12.88% 0.06 CHF 0.07 CHF 1'585'600 1'585'600 663'455 663'455 46'469 CHF 53'114 CHF 99.71% 99.71%
14.11.2024 9.12% 0.11 CHF 0.12 CHF 1'127'800 1'127'800 519'753 519'753 53'573 CHF 58'780 CHF 100.00% 100.00%
13.11.2024 8.26% 0.11 CHF 0.12 CHF 1'020'500 1'020'500 456'593 456'593 52'752 CHF 57'326 CHF 100.00% 100.00%
12.11.2024 8.52% 0.12 CHF 0.13 CHF 1'070'800 1'070'800 478'192 478'192 55'563 CHF 60'354 CHF 99.89% 99.89%
11.11.2024 5.90% 0.13 CHF 0.14 CHF 762'500 762'500 324'663 324'663 51'935 CHF 55'188 CHF 99.90% 99.90%
08.11.2024 4.14% 0.19 CHF 0.20 CHF 548'000 548'000 233'420 233'420 54'589 CHF 56'927 CHF 98.91% 98.91%
07.11.2024 2.95% 0.28 CHF 0.29 CHF 456'200 456'200 217'533 217'533 69'514 CHF 71'693 CHF 55.44% 97.44%

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