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 49.90% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'050 CHF 6'262 CHF 99.96% 99.96%
19.11.2024 49.76% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'122 CHF 6'280 CHF 99.80% 99.80%
18.11.2024 41.50% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'249 CHF 7'312 CHF 99.90% 99.90%
15.11.2024 40.24% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'878 CHF 7'470 CHF 100.00% 100.00%
14.11.2024 40.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 20'000 CHF 7'500 CHF 99.56% 99.56%
13.11.2024 41.09% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'455 CHF 7'364 CHF 99.95% 99.95%
12.11.2024 48.56% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'722 CHF 6'431 CHF 99.76% 99.76%
11.11.2024 50.00% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 15'000 CHF 6'250 CHF 99.77% 99.77%
08.11.2024 40.93% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'535 CHF 7'384 CHF 99.88% 99.88%
07.11.2024 40.95% 0.02 CHF 0.03 CHF 1'000'000 250'000 1'000'000 250'000 19'526 CHF 7'382 CHF 99.88% 99.88%

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