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 98.85% 98.85%
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 98.52% 98.52%
18.11.2024 148.17% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'785 CHF 5'893 CHF 98.54% 98.54%
15.11.2024 128.78% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'788 CHF 6'394 CHF 98.32% 98.32%
14.11.2024 143.32% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'014 CHF 6'007 CHF 97.45% 97.45%
13.11.2024 146.98% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'828 CHF 5'914 CHF 46.61% 98.86%
12.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 92.63% 92.63%
11.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.84% 98.84%
08.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 92.62% 92.62%
07.11.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.14% 98.14%

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