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 81.08% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'395 CHF 8'698 CHF 90.84% 90.84%
19.11.2024 74.05% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'555 CHF 9'277 CHF 96.35% 96.35%
18.11.2024 64.17% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'611 CHF 10'306 CHF 96.77% 96.77%
15.11.2024 62.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'995 CHF 10'498 CHF 95.57% 95.57%
14.11.2024 74.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'520 CHF 9'260 CHF 98.86% 98.86%
13.11.2024 81.23% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'363 CHF 8'682 CHF 98.89% 98.89%
12.11.2024 63.58% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'784 CHF 10'392 CHF 98.70% 98.70%
11.11.2024 56.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'754 CHF 11'377 CHF 98.66% 98.66%
08.11.2024 59.55% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 11'810 CHF 10'905 CHF 98.86% 98.86%
07.11.2024 58.02% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 12'357 CHF 11'179 CHF 98.20% 98.20%

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