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
30.10.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.63% 98.63%
29.10.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.28% 98.28%
28.10.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 95.25% 95.25%
25.10.2024 159.45% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'303 CHF 5'651 CHF 98.90% 98.90%
24.10.2024 129.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'886 CHF 6'443 CHF 98.50% 98.50%
23.10.2024 146.87% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'946 CHF 5'973 CHF 98.25% 98.25%
22.10.2024 146.11% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'864 CHF 5'932 CHF 91.85% 91.85%
21.10.2024 144.79% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'936 CHF 5'968 CHF 97.95% 97.95%
18.10.2024 117.60% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'544 CHF 6'772 CHF 97.90% 97.90%
17.10.2024 143.86% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'961 CHF 5'980 CHF 95.81% 95.81%

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