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 118.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'634 CHF 6'817 CHF 96.80% 96.80%
19.11.2024 145.34% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'998 CHF 5'999 CHF 95.35% 95.35%
18.11.2024 82.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'243 CHF 8'622 CHF 96.11% 96.11%
15.11.2024 66.98% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'088 CHF 10'044 CHF 95.08% 95.08%
14.11.2024 97.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'351 CHF 7'675 CHF 96.43% 96.43%
13.11.2024 102.70% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'895 CHF 7'447 CHF 96.30% 96.30%
12.11.2024 81.77% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'351 CHF 8'676 CHF 97.00% 97.00%
11.11.2024 65.94% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'286 CHF 10'143 CHF 97.05% 97.05%
08.11.2024 57.28% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'599 CHF 11'300 CHF 95.50% 95.50%
07.11.2024 63.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'798 CHF 10'399 CHF 97.55% 97.55%

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