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 88.27% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'047 250'000 6'735 CHF 4'190 CHF 99.37% 99.37%
19.11.2024 73.68% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 8'949 CHF 4'737 CHF 99.28% 99.28%
18.11.2024 75.42% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 8'688 CHF 4'672 CHF 99.31% 99.31%
15.11.2024 68.02% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'748 250'000 9'754 CHF 4'949 CHF 99.37% 99.37%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'549 250'000 9'965 CHF 5'000 CHF 99.34% 99.34%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'535 250'000 9'965 CHF 5'000 CHF 99.36% 99.36%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 990'341 250'000 9'903 CHF 5'000 CHF 99.07% 99.07%
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 99.26% 99.26%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'584 250'000 9'936 CHF 5'000 CHF 99.38% 99.38%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'772 250'000 9'968 CHF 5'000 CHF 99.27% 99.27%

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