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
22.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.38% 99.38%
20.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 5'000 CHF 3'750 CHF 99.39% 99.39%
19.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'173 250'000 4'971 CHF 3'750 CHF 99.27% 99.27%
18.11.2024 100.00% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'042 250'000 4'980 CHF 3'750 CHF 99.26% 99.26%
15.11.2024 79.39% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 8'092 CHF 4'523 CHF 99.39% 99.39%
14.11.2024 97.75% 0.01 CHF 0.02 CHF 1'000'000 250'000 992'700 250'000 5'302 CHF 3'835 CHF 99.35% 99.35%
13.11.2024 87.90% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'166 250'000 6'781 CHF 4'204 CHF 99.37% 99.37%
12.11.2024 67.88% 0.01 CHF 0.02 CHF 1'000'000 250'000 993'619 250'000 9'754 CHF 4'954 CHF 99.09% 99.09%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'363 250'000 9'954 CHF 5'000 CHF 99.24% 99.24%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.39% 99.39%

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