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 1'000'000 250'000 994'698 250'000 4'973 CHF 3'750 CHF 99.37% 99.37%
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 99.28% 99.28%
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 99.28% 99.28%
15.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'238 250'000 4'976 CHF 3'750 CHF 99.38% 99.38%
14.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'007 250'000 4'980 CHF 3'750 CHF 99.34% 99.34%
13.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'897 250'000 4'979 CHF 3'750 CHF 99.39% 99.39%
12.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'357 250'000 4'947 CHF 3'750 CHF 99.08% 99.08%
11.11.2024 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%
08.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'198 250'000 4'966 CHF 3'750 CHF 99.38% 99.38%
07.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'219 250'000 4'981 CHF 3'750 CHF 99.27% 99.27%

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