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 151.33% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'662 CHF 5'831 CHF 91.91% 99.69%
19.11.2024 137.05% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'339 CHF 6'169 CHF 99.25% 99.25%
18.11.2024 114.65% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'763 CHF 6'882 CHF 99.37% 99.37%
15.11.2024 112.50% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'995 CHF 6'997 CHF 99.38% 99.38%
14.11.2024 116.99% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'582 CHF 6'791 CHF 97.54% 97.54%
13.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.38% 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 93.09% 93.09%
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 93.13% 93.13%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.60% 98.60%

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