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 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.17% 99.17%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.16% 99.16%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.22% 99.22%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.17% 99.17%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.15% 99.15%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.16% 99.16%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.16% 99.16%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'000 CHF 12'000 CHF 99.16% 99.16%
08.11.2024 66.24% 0.01 CHF 0.02 CHF 1'000'000 600'000 1'000'000 600'000 10'159 CHF 12'096 CHF 99.16% 99.16%
07.11.2024 42.10% 0.02 CHF 0.03 CHF 1'000'000 600'000 1'000'000 600'000 19'212 CHF 17'527 CHF 98.25% 98.25%

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