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 66.69% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'430 250'000 9'931 CHF 4'999 CHF 99.36% 99.36%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'721 250'000 9'957 CHF 5'000 CHF 99.25% 99.25%
18.11.2024 66.47% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'060 CHF 5'015 CHF 99.29% 99.29%
15.11.2024 66.47% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'098 250'000 9'999 CHF 5'014 CHF 99.38% 99.38%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'577 250'000 9'946 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'649 250'000 9'946 CHF 5'000 CHF 99.39% 99.39%
12.11.2024 66.50% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'212 250'000 10'002 CHF 5'012 CHF 99.06% 99.06%
11.11.2024 66.11% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'167 CHF 5'042 CHF 99.26% 99.26%
08.11.2024 58.36% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 12'493 CHF 5'623 CHF 99.39% 99.39%
07.11.2024 46.11% 0.02 CHF 0.03 CHF 1'000'000 250'000 995'047 250'000 16'873 CHF 6'737 CHF 99.26% 99.26%

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