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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.46% 99.46%
19.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.66% 96.66%
18.11.2024 145.32% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'913 CHF 5'957 CHF 97.74% 97.74%
15.11.2024 93.63% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'776 CHF 7'888 CHF 96.38% 96.38%
14.11.2024 91.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'047 CHF 8'023 CHF 99.41% 99.41%
13.11.2024 79.97% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'590 CHF 8'795 CHF 99.06% 99.06%
12.11.2024 58.90% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'019 CHF 11'010 CHF 99.25% 99.25%
11.11.2024 74.01% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'968 CHF 9'484 CHF 99.37% 99.37%
08.11.2024 93.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'957 CHF 7'978 CHF 99.35% 99.35%
07.11.2024 89.86% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'158 CHF 8'079 CHF 98.68% 98.68%

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