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 1'000'000 250'000 995'059 250'000 4'975 CHF 3'750 CHF 99.39% 99.39%
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 99.24% 99.24%
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 99.27% 99.27%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'835 250'000 4'979 CHF 3'750 CHF 99.38% 99.38%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'725 250'000 4'984 CHF 3'750 CHF 99.34% 99.34%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'596 250'000 4'983 CHF 3'750 CHF 99.37% 99.37%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 990'650 250'000 4'953 CHF 3'750 CHF 99.07% 99.07%
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 99.30% 99.30%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'727 250'000 9'937 CHF 5'000 CHF 99.38% 99.38%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'864 250'000 9'969 CHF 5'000 CHF 99.26% 99.26%

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