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 95.09% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'541 CHF 7'771 CHF 98.82% 98.82%
19.11.2024 90.47% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'069 CHF 8'034 CHF 98.59% 98.59%
18.11.2024 74.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'487 CHF 9'243 CHF 98.54% 98.54%
15.11.2024 64.32% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'565 CHF 10'283 CHF 98.31% 98.31%
14.11.2024 72.99% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'756 CHF 9'378 CHF 97.50% 97.50%
13.11.2024 80.50% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'524 CHF 8'762 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 92.63% 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 98.88% 98.88%
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 40.21% 0.02 CHF 0.03 CHF 1'000'000 500'000 1'000'000 500'000 19'921 CHF 14'960 CHF 98.14% 98.14%

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