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 89.12% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 6'633 CHF 4'158 CHF 99.80% 99.80%
19.11.2024 99.94% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'863 250'000 4'974 CHF 3'752 CHF 99.70% 99.70%
18.11.2024 76.45% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 8'532 CHF 4'633 CHF 99.69% 99.69%
15.11.2024 68.38% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'744 CHF 4'936 CHF 99.80% 99.80%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.80% 99.80%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.79% 99.79%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 985'372 250'000 9'854 CHF 5'000 CHF 99.49% 99.49%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.71% 99.71%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.80% 99.80%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'672 250'000 9'967 CHF 5'000 CHF 95.68% 95.68%

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