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
19.12.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 96.19% 96.19%
18.12.2024 166.64% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'001 CHF 5'500 CHF 96.03% 96.03%
17.12.2024 161.85% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'202 CHF 5'601 CHF 96.10% 96.10%
16.12.2024 165.14% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'064 CHF 5'532 CHF 98.68% 98.68%
13.12.2024 140.64% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 2'148 CHF 6'074 CHF 98.08% 98.08%
12.12.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.57% 98.57%
11.12.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 95.43% 95.43%
10.12.2024 166.40% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'011 CHF 5'506 CHF 96.87% 96.87%
09.12.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.22% 98.22%
06.12.2024 166.67% 0.00 CHF 0.01 CHF 1'000'000 500'000 1'000'000 500'000 1'000 CHF 5'500 CHF 98.19% 98.19%

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