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 155.12% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'485 CHF 5'743 CHF 40.72% 98.92%
19.11.2024 138.97% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'275 CHF 6'137 CHF 35.90% 98.28%
18.11.2024 90.18% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'328 CHF 8'164 CHF 98.93% 98.93%
15.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 29.66% 98.34%
14.11.2024 64.73% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 11'053 CHF 10'526 CHF 97.78% 97.78%
13.11.2024 - 0.01 CHF 0.02 CHF 1'000'000 500'000 0 0 0 CHF 0 CHF 0.00% 98.76%
12.11.2024 36.80% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 24'152 CHF 17'076 CHF 93.25% 93.25%
11.11.2024 56.45% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 14'209 CHF 12'104 CHF 98.63% 98.63%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 92.71% 92.71%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.09% 98.09%

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