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 1'000'000 250'000 5'000 CHF 3'750 CHF 99.37% 99.37%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'917 250'000 4'970 CHF 3'750 CHF 99.23% 99.23%
18.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'806 250'000 4'979 CHF 3'750 CHF 99.23% 99.23%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.37% 99.37%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.32% 99.32%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'643 250'000 4'963 CHF 3'750 CHF 99.39% 99.39%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'307 250'000 4'967 CHF 3'750 CHF 99.04% 99.04%
11.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'152 250'000 4'976 CHF 3'750 CHF 99.28% 99.28%
08.11.2024 99.17% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'124 CHF 3'781 CHF 99.39% 99.39%
07.11.2024 69.21% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'907 250'000 9'547 CHF 4'905 CHF 99.23% 99.23%

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