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 141.90% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'054 CHF 6'027 CHF 98.83% 98.83%
19.11.2024 137.82% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'282 CHF 6'141 CHF 98.56% 98.56%
18.11.2024 109.95% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'122 CHF 7'061 CHF 98.51% 98.51%
15.11.2024 95.03% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'549 CHF 7'775 CHF 98.31% 98.31%
14.11.2024 105.23% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'537 CHF 7'269 CHF 97.47% 97.47%
13.11.2024 117.71% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'583 CHF 6'791 CHF 98.86% 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 92.64% 92.64%
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 92.64% 92.64%
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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