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 165.43% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'052 CHF 5'526 CHF 99.38% 99.38%
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 99.30% 99.30%
18.11.2024 163.36% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'139 CHF 5'569 CHF 99.37% 99.37%
15.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.43% 99.43%
14.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.59% 98.59%
13.11.2024 141.38% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'102 CHF 6'051 CHF 86.39% 99.34%
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 93.10% 93.10%
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 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 93.12% 93.12%
07.11.2024 66.30% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'139 CHF 10'070 CHF 98.62% 98.62%

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