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 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'103 250'000 4'976 CHF 3'750 CHF 99.38% 99.38%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.26% 99.26%
18.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.24% 99.24%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'903 250'000 4'980 CHF 3'750 CHF 99.37% 99.37%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'500 250'000 4'983 CHF 3'750 CHF 99.37% 99.37%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'439 250'000 4'982 CHF 3'750 CHF 99.39% 99.39%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 990'624 250'000 4'953 CHF 3'750 CHF 99.07% 99.07%
11.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.26% 99.26%
08.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'646 250'000 4'968 CHF 3'750 CHF 99.39% 99.39%
07.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'751 250'000 4'984 CHF 3'750 CHF 99.27% 99.27%

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