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 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.97% 99.97%
19.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'000 CHF 2'500 CHF 99.84% 99.84%
18.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'085 250'000 993 CHF 2'500 CHF 99.88% 99.88%
15.11.2024 103.71% 0.00 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 4'765 CHF 3'735 CHF 100.00% 100.00%
14.11.2024 124.96% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 3'429 CHF 3'334 CHF 99.62% 99.62%
13.11.2024 147.28% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 2'026 CHF 2'899 CHF 99.93% 99.93%
12.11.2024 152.37% 0.00 CHF 0.01 CHF 1'000'000 250'000 1'000'000 250'000 1'707 CHF 2'794 CHF 99.78% 99.78%
11.11.2024 85.78% 0.01 CHF 0.02 CHF 1'000'000 250'000 986'565 250'000 7'036 CHF 4'283 CHF 72.39% 72.39%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 250'000 250'000 902'690 250'000 9'027 CHF 5'000 CHF 63.65% 63.65%
07.11.2024 32.34% 0.02 CHF 0.03 CHF 500'000 250'000 427'730 250'000 11'141 CHF 9'077 CHF 99.76% 99.76%

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