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 99.31% 99.31%
19.11.2024 166.52% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'006 CHF 5'503 CHF 96.61% 96.61%
18.11.2024 166.27% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'016 CHF 5'508 CHF 97.57% 97.57%
15.11.2024 134.02% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'500 CHF 6'250 CHF 91.80% 91.80%
14.11.2024 143.96% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'958 CHF 5'979 CHF 99.17% 99.17%
13.11.2024 129.75% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'734 CHF 6'367 CHF 99.10% 99.10%
12.11.2024 137.14% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'320 CHF 6'160 CHF 99.34% 99.34%
11.11.2024 108.07% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'294 CHF 7'147 CHF 99.33% 99.33%
08.11.2024 65.73% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'504 CHF 10'252 CHF 99.32% 99.32%
07.11.2024 53.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 13'691 CHF 11'845 CHF 98.55% 98.55%

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