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 112.42% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'913 CHF 6'957 CHF 99.54% 99.54%
19.11.2024 112.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'880 CHF 6'940 CHF 99.58% 99.58%
18.11.2024 108.03% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'277 CHF 7'138 CHF 99.37% 99.37%
15.11.2024 111.15% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'041 CHF 7'020 CHF 99.40% 99.40%
14.11.2024 121.00% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 3'288 CHF 6'644 CHF 97.53% 97.53%
13.11.2024 152.63% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'590 CHF 5'795 CHF 91.76% 99.37%
12.11.2024 147.83% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'791 CHF 5'895 CHF 96.08% 96.08%
11.11.2024 140.02% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'159 CHF 6'079 CHF 99.37% 99.37%
08.11.2024 128.38% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'813 CHF 6'406 CHF 93.13% 93.13%
07.11.2024 110.37% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'071 CHF 7'036 CHF 98.60% 98.60%

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