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 164.15% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'106 CHF 5'553 CHF 99.35% 99.35%
19.11.2024 165.08% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'074 CHF 5'537 CHF 96.29% 96.29%
18.11.2024 166.27% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'017 CHF 5'508 CHF 94.10% 94.10%
15.11.2024 139.16% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'282 CHF 6'141 CHF 91.54% 91.54%
14.11.2024 122.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'279 CHF 6'640 CHF 94.72% 94.72%
13.11.2024 128.44% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 499'996 2'809 CHF 6'405 CHF 83.40% 83.40%
12.11.2024 72.00% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'184 CHF 9'592 CHF 91.92% 91.92%
11.11.2024 53.56% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'825 CHF 11'912 CHF 82.32% 82.32%
08.11.2024 59.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'809 CHF 10'905 CHF 89.17% 89.17%
07.11.2024 60.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'706 CHF 10'853 CHF 80.43% 80.43%

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