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 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.09% 99.09%
19.11.2024 164.64% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'085 CHF 5'543 CHF 88.34% 88.34%
18.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 97.43% 97.43%
15.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 89.63% 89.63%
14.11.2024 119.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'527 CHF 6'763 CHF 99.04% 99.04%
13.11.2024 165.10% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'066 CHF 5'533 CHF 99.04% 99.04%
12.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 99.31% 99.31%
11.11.2024 166.34% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'014 CHF 5'507 CHF 99.33% 99.33%
08.11.2024 166.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'023 CHF 5'512 CHF 98.17% 98.17%
07.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.58% 98.58%

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