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 1'000'000 250'000 994'527 250'000 9'945 CHF 5'000 CHF 99.38% 99.38%
19.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'814 250'000 9'968 CHF 5'000 CHF 99.27% 99.27%
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 1'000'000 250'000 995'092 250'000 9'951 CHF 5'000 CHF 99.38% 99.38%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'842 250'000 9'958 CHF 5'000 CHF 99.35% 99.35%
13.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'939 250'000 9'959 CHF 5'000 CHF 99.36% 99.36%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'243 250'000 9'892 CHF 5'000 CHF 99.07% 99.07%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'262 250'000 9'943 CHF 5'000 CHF 91.12% 91.12%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'007 250'000 9'930 CHF 5'000 CHF 99.39% 99.39%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'125 250'000 9'961 CHF 5'000 CHF 99.27% 99.27%

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