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 81.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 7'486 CHF 8'743 CHF 96.39% 97.02%
25.11.2024 90.19% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'291 CHF 8'146 CHF 98.88% 98.88%
22.11.2024 95.95% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'471 CHF 7'735 CHF 99.18% 99.18%
20.11.2024 99.16% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 5'121 CHF 7'560 CHF 97.17% 98.08%
19.11.2024 100.60% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'976 CHF 7'488 CHF 97.45% 97.45%
18.11.2024 83.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'029 CHF 8'515 CHF 98.44% 98.44%
15.11.2024 77.90% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'853 CHF 8'926 CHF 97.85% 97.85%
14.11.2024 71.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 9'067 CHF 9'533 CHF 95.43% 95.43%
13.11.2024 111.06% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'092 CHF 7'046 CHF 94.09% 96.68%
12.11.2024 111.25% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'028 CHF 7'014 CHF 91.54% 91.54%

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