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 96.80% 96.80%
19.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 95.34% 95.34%
18.11.2024 166.20% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'020 CHF 5'510 CHF 96.05% 96.05%
15.11.2024 153.14% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'579 CHF 5'790 CHF 95.85% 95.85%
14.11.2024 166.41% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'011 CHF 5'505 CHF 96.43% 96.43%
13.11.2024 166.09% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'024 CHF 5'512 CHF 96.41% 96.41%
12.11.2024 166.43% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'010 CHF 5'505 CHF 97.03% 97.03%
11.11.2024 165.22% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'061 CHF 5'530 CHF 97.06% 97.06%
08.11.2024 155.61% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'464 CHF 5'732 CHF 95.48% 95.48%
07.11.2024 166.30% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'015 CHF 5'508 CHF 97.65% 97.65%

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