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 98.21% 0.01 CHF 0.02 CHF 1'000'000 250'000 994'742 250'000 5'242 CHF 3'817 CHF 99.38% 99.38%
19.11.2024 71.78% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 9'232 CHF 4'808 CHF 99.29% 99.29%
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 99.26% 99.26%
15.11.2024 85.03% 0.01 CHF 0.02 CHF 1'000'000 250'000 909'280 250'000 6'421 CHF 4'311 CHF 48.96% 48.96%
14.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 995'999 250'000 9'960 CHF 5'000 CHF 99.37% 99.37%
13.11.2024 66.47% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'193 250'000 10'021 CHF 5'015 CHF 99.37% 99.37%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 989'991 250'000 9'900 CHF 5'000 CHF 99.03% 99.03%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 250'000 1'000'000 250'000 10'000 CHF 5'000 CHF 99.28% 99.28%
08.11.2024 55.08% 0.02 CHF 0.03 CHF 1'000'000 250'000 993'346 250'000 13'375 CHF 5'869 CHF 99.38% 99.38%
07.11.2024 66.57% 0.01 CHF 0.02 CHF 1'000'000 250'000 996'351 250'000 9'992 CHF 5'007 CHF 99.25% 99.25%

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