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 138.50% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'319 CHF 6'160 CHF 57.14% 93.31%
19.11.2024 139.29% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'321 CHF 6'161 CHF 82.69% 97.09%
18.11.2024 85.80% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'786 CHF 8'393 CHF 97.73% 97.73%
15.11.2024 86.37% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'715 CHF 8'357 CHF 94.42% 94.42%
14.11.2024 94.91% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'848 CHF 7'924 CHF 95.94% 95.94%
13.11.2024 125.69% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'016 CHF 6'508 CHF 96.39% 97.71%
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 95.42% 95.42%
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 93.61% 93.61%
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 95.69% 95.69%
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 96.19% 96.19%

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