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 106.29% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 4'471 CHF 7'235 CHF 98.88% 98.88%
19.11.2024 85.13% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'806 CHF 8'403 CHF 98.55% 98.55%
18.11.2024 76.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'074 CHF 9'037 CHF 97.67% 97.67%
15.11.2024 75.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 8'335 CHF 9'167 CHF 97.90% 97.90%
14.11.2024 - 0.01 CHF 0.02 CHF 1'000'000 500'000 0 0 0 CHF 0 CHF 0.00% 97.32%
13.11.2024 50.75% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 15'967 CHF 12'984 CHF 98.91% 98.91%
12.11.2024 92.49% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'848 CHF 7'924 CHF 93.91% 93.91%
11.11.2024 79.49% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'601 CHF 8'801 CHF 98.84% 98.84%
08.11.2024 95.21% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'530 CHF 7'765 CHF 97.81% 97.81%
07.11.2024 85.22% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 6'872 CHF 8'436 CHF 97.61% 97.61%

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