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 1'000'000 250'000 994'497 250'000 9'945 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'723 250'000 9'967 CHF 5'000 CHF 99.28% 99.28%
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 99.27% 99.27%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'058 250'000 9'951 CHF 5'000 CHF 99.38% 99.38%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'872 250'000 9'959 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'908 250'000 9'959 CHF 5'000 CHF 99.37% 99.37%
12.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 989'264 250'000 989 CHF 2'500 CHF 99.06% 99.06%
11.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 994'154 250'000 994 CHF 2'500 CHF 91.12% 91.12%
08.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 993'063 250'000 993 CHF 2'500 CHF 99.38% 99.38%
07.11.2024 163.64% 0.00 CHF 0.01 CHF 1'000'000 250'000 996'031 250'000 996 CHF 2'500 CHF 99.28% 99.28%

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