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 97.08% 97.08%
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 96.38% 96.38%
18.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 92.62% 92.62%
15.11.2024 165.01% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'069 CHF 5'535 CHF 93.17% 93.17%
14.11.2024 161.19% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'230 CHF 5'615 CHF 98.76% 98.76%
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 95.11% 95.11%
12.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.90% 98.90%
11.11.2024 149.86% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'717 CHF 5'859 CHF 92.91% 92.91%
08.11.2024 140.25% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'152 CHF 6'076 CHF 97.07% 97.07%
07.11.2024 116.93% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'616 CHF 6'808 CHF 98.71% 98.71%

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