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 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'991 250'000 994 CHF 2'500 CHF 99.38% 99.38%
19.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 996'129 250'000 996 CHF 2'500 CHF 98.59% 98.59%
18.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.25% 99.25%
15.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 994'624 250'000 995 CHF 2'500 CHF 99.38% 99.38%
14.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 995'298 250'000 995 CHF 2'500 CHF 99.33% 99.33%
13.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 995'233 250'000 995 CHF 2'500 CHF 99.39% 99.39%
12.11.2024 162.08% 0.00 CHF 0.01 CHF 1'000'000 250'000 988'276 250'000 1'086 CHF 2'541 CHF 99.07% 99.07%
11.11.2024 156.83% 0.00 CHF 0.01 CHF 1'000'000 250'000 979'943 250'000 1'376 CHF 2'678 CHF 83.53% 83.53%
08.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 992'584 250'000 993 CHF 2'500 CHF 99.39% 99.39%
07.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 995'461 250'000 995 CHF 2'500 CHF 99.26% 99.26%

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