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 148.73% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'793 CHF 5'897 CHF 90.84% 90.84%
19.11.2024 139.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'230 CHF 6'115 CHF 96.21% 96.21%
18.11.2024 117.70% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'627 CHF 6'813 CHF 96.80% 96.80%
15.11.2024 97.10% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'323 CHF 7'661 CHF 95.60% 95.60%
14.11.2024 130.14% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 2'818 CHF 6'409 CHF 98.89% 98.89%
13.11.2024 144.09% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'034 CHF 6'017 CHF 98.89% 98.89%
12.11.2024 102.01% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'877 CHF 7'439 CHF 98.74% 98.74%
11.11.2024 84.46% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'021 CHF 8'510 CHF 98.68% 98.68%
08.11.2024 97.43% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'317 CHF 7'659 CHF 98.86% 98.86%
07.11.2024 80.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'568 CHF 8'784 CHF 98.14% 98.14%

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