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 1'000'000 250'000 992'913 250'000 4'965 CHF 3'750 CHF 99.38% 99.38%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'279 250'000 4'976 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 99.28% 99.28%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'580 250'000 4'968 CHF 3'750 CHF 99.39% 99.39%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'049 250'000 4'970 CHF 3'750 CHF 99.36% 99.36%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'415 250'000 4'972 CHF 3'750 CHF 99.37% 99.37%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'658 250'000 4'973 CHF 3'750 CHF 99.10% 99.10%
11.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'436 250'000 4'982 CHF 3'750 CHF 99.28% 99.28%
08.11.2024 86.52% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 7'021 CHF 4'255 CHF 99.39% 99.39%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'577 250'000 9'946 CHF 5'000 CHF 99.26% 99.26%

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