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 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.19% 96.19%
18.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 95.97% 95.97%
17.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.31% 96.31%
16.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.60% 98.60%
13.12.2024 54.35% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 14'620 CHF 12'310 CHF 98.09% 98.09%
12.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 98.79% 98.79%
11.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 95.72% 95.72%
10.12.2024 66.67% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 10'000 CHF 10'000 CHF 96.86% 96.86%
09.12.2024 79.92% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 7'599 CHF 8'799 CHF 98.21% 98.21%
06.12.2024 112.25% 0.01 CHF 0.02 CHF 1'000'000 500'000 1'000'000 500'000 4'013 CHF 7'006 CHF 98.74% 98.74%

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