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 99.16% 99.16%
19.11.2024 165.61% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'044 CHF 5'522 CHF 71.84% 98.08%
18.11.2024 132.54% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'637 CHF 6'318 CHF 98.89% 98.89%
15.11.2024 99.24% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'091 CHF 7'546 CHF 98.33% 98.33%
14.11.2024 102.38% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'946 CHF 7'473 CHF 97.45% 97.45%
13.11.2024 132.32% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'604 CHF 6'302 CHF 99.04% 99.04%
12.11.2024 97.68% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 5'615 CHF 7'808 CHF 97.08% 97.08%
11.11.2024 132.33% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'943 CHF 6'472 CHF 98.64% 98.64%
08.11.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.68% 98.68%
07.11.2024 165.36% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'055 CHF 5'527 CHF 98.29% 98.29%

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