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 1'000'000 250'000 994'830 250'000 4'974 CHF 3'750 CHF 99.37% 99.37%
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 99.28% 99.28%
18.11.2024 90.12% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 6'482 CHF 4'120 CHF 99.30% 99.30%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'237 250'000 9'952 CHF 5'000 CHF 99.39% 99.39%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'170 250'000 9'962 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'020 250'000 9'960 CHF 5'000 CHF 99.39% 99.39%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'586 250'000 9'896 CHF 5'000 CHF 99.08% 99.08%
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 99.31% 99.31%
08.11.2024 83.60% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'301 250'000 7'427 CHF 4'365 CHF 99.38% 99.38%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'423 250'000 9'964 CHF 5'000 CHF 99.27% 99.27%

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