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 128.22% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'847 CHF 6'424 CHF 96.80% 96.80%
19.11.2024 129.29% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'797 CHF 6'399 CHF 95.35% 95.35%
18.11.2024 101.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'906 CHF 7'453 CHF 96.09% 96.09%
15.11.2024 84.78% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'886 CHF 8'443 CHF 95.69% 95.69%
14.11.2024 112.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'998 CHF 6'999 CHF 96.20% 96.20%
13.11.2024 110.86% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'072 CHF 7'036 CHF 96.42% 96.42%
12.11.2024 107.97% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'344 CHF 7'172 CHF 72.87% 72.87%
11.11.2024 99.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'108 CHF 7'554 CHF 97.06% 97.06%
08.11.2024 93.44% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'762 CHF 7'881 CHF 95.49% 95.49%
07.11.2024 106.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'458 CHF 7'229 CHF 97.78% 97.78%

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