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 98.31% 98.31%
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 98.61% 98.61%
18.11.2024 159.21% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'322 CHF 5'661 CHF 98.83% 98.83%
15.11.2024 122.97% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'188 CHF 6'594 CHF 98.34% 98.34%
14.11.2024 146.91% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'835 CHF 5'917 CHF 97.77% 97.77%
13.11.2024 127.84% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'983 CHF 6'491 CHF 93.24% 98.86%
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 92.35% 92.35%
11.11.2024 66.11% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'208 CHF 10'104 CHF 98.94% 98.94%
08.11.2024 65.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'608 CHF 10'304 CHF 92.44% 92.44%
07.11.2024 34.19% 0.04 CHF 0.05 CHF 1'000'000 500'000 1'000'000 500'000 25'709 CHF 17'855 CHF 98.14% 98.14%

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