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
26.11.2024 119.77% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'505 CHF 6'752 CHF 92.21% 97.08%
25.11.2024 122.83% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 3'310 CHF 6'655 CHF 97.69% 98.72%
22.11.2024 132.01% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'614 CHF 6'307 CHF 95.86% 99.10%
20.11.2024 127.29% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'875 CHF 6'438 CHF 91.59% 98.32%
19.11.2024 142.05% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'086 CHF 6'043 CHF 93.85% 98.89%
18.11.2024 110.85% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'063 CHF 7'031 CHF 99.19% 99.19%
15.11.2024 108.59% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'231 CHF 7'115 CHF 97.98% 97.98%
14.11.2024 95.81% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'468 CHF 7'734 CHF 95.10% 95.10%
13.11.2024 161.30% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'279 CHF 5'639 CHF 86.48% 96.71%
12.11.2024 158.89% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'333 CHF 5'667 CHF 94.33% 94.33%

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