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 138.31% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'268 CHF 6'134 CHF 99.51% 99.51%
19.11.2024 113.27% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'876 CHF 6'938 CHF 98.85% 98.85%
18.11.2024 84.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'835 CHF 8'417 CHF 99.39% 99.39%
15.11.2024 71.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'133 CHF 9'566 CHF 99.38% 99.38%
14.11.2024 52.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'300 CHF 12'150 CHF 97.76% 97.76%
13.11.2024 77.52% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'008 CHF 9'004 CHF 99.38% 99.38%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.14% 93.14%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 99.37% 99.37%
08.11.2024 65.79% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'328 CHF 10'164 CHF 93.12% 93.12%
07.11.2024 51.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'804 CHF 12'902 CHF 98.62% 98.62%

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