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 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 100.00% 100.00%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'597 250'000 9'866 CHF 5'000 CHF 99.68% 99.68%
18.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.89% 99.89%
15.11.2024 66.38% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'086 CHF 5'021 CHF 100.00% 100.00%
14.11.2024 66.07% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'179 CHF 5'045 CHF 100.00% 100.00%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 100.00% 100.00%
12.11.2024 66.58% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'026 CHF 5'007 CHF 99.67% 99.67%
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 99.88% 99.88%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 100.00% 100.00%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.90% 99.90%

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